Search Results - subject:"ARIMA Model"

Political business cycles in Lithuania in 1993 - 2006

Miliauskas, Giedrius; Grebliauskas, Artūras - In: Pinigu̜ studijos 12 (2008) 1, pp. 5-17

Persistent link: https://www.econbiz.de/10003833873

A nonlinear mixed effects model for the prediction of natural gas consumption by individual customers

Brabec, Marek; Konár, Ondrej; Pelikán, Emil; Mal, Marek - In: International journal of forecasting 24 (2008) 4, pp. 659-678

Persistent link: https://www.econbiz.de/10003808347

Testing forecast accuracy of foreign exchange rates : predictions from feed forward and various recurrent neural network architectures

Kiani, Khurshid M.; Kastens, Terry L. - In: Computational economics 32 (2008) 4, pp. 383-406

Persistent link: https://www.econbiz.de/10003811614

Forecasting interest rates in India

Dua, Pami; Raje, Nishita; Sahoo, Satyananda - In: Margin: the journal of applied economic research 2 (2008) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10003758797

The spectral representation of Markov-switching arma models

Pataracchia, Beatrice - 2008

Persistent link: https://www.econbiz.de/10003825591

Design limits in regime-switching cases

Pataracchia, Beatrice - 2008

Persistent link: https://www.econbiz.de/10003825592

Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty

Liu, Jinquan; Zheng, Tingguo; Sui, Jianli - In: Frontiers of economics in China : selected publications … 3 (2008) 2, pp. 240-254

Persistent link: https://www.econbiz.de/10003887193

Filtered Log-periodogram Regression of long memory processes

Feng, Yuanhua; Beran, Jan - 2008

Filtered log-periodogram regression estimation of the fractional differencing parameter d is considered. Asymptotic properties are derived and the effect of filtering on d is investigated. It is shown that the estimator by Geweke and Porter-Hudak (1983) can be improved significantly using a...

Persistent link: https://www.econbiz.de/10003877011

Problemy zwia̜zane z prognozowaniem zużycia energii elektrycznej w Polsce

Da̜sal, Kazimierz; Popławski, Tomasz - In: Polityka energetyczna 11 (2008) 1, pp. 101-115

Persistent link: https://www.econbiz.de/10003781093

The Southwest effect: a time-series analysis on passengers carried by selected routes and a market share comparison

Pitfield, David E. - In: Journal of air transport management 14 (2008) 3, pp. 113-122

Persistent link: https://www.econbiz.de/10003731226

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