This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physical form. The trade of gold futures relates to seasons, festivity, and...

Purpose: The main goal of this study is to exact an optimal forecasting method by answering the research question: which is the best model for capturing short-term seasonal components of passenger traffic in Greek coastal shipping? Design/methodology/approach: There are not a lot of scientific...

The purpose of this paper is to compare the accuracy of the three types of models: Autoregressive Integrated Moving Average (ARIMA) models, Holt-Winters models and Neural Network Auto-Regressive (NNAR) models in forcasting the Harmonized Index of Consumer Prices (HICP) for the countries of...

The quantity theory of money predicts a positive relationship between monetary growth and inflation over long-run horizons. However, in the short-run, transitory shocks to either money or inflation can obscure the inflationary signal stemming from money. The spectral analysis of time series...

We examine forecast accuracy and efficiency of the Social Security Administration’s projections for cost rate, trust fund balance, trust fund ratio made during 1980-2020 with horizons up to 95 years. We find that the reported deterioration in the accuracy of the forecasts during 2010’s has...

The electricity demand has been steadily increasing throughout the years. A robust predictive model is required to prepare for future electricity consumption. This paper applied the ARIMA models to forecast electricity consumption in the Philippines. Dataset used was retrieved from the...