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  • Search: subject:"ARIMA Model"
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Year of publication
Subject
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ARMA model 1,754 ARMA-Modell 1,754 Zeitreihenanalyse 982 Time series analysis 980 Theorie 727 Theory 727 Forecasting model 645 Prognoseverfahren 645 Estimation theory 269 Schätztheorie 269 ARCH model 242 ARCH-Modell 241 Schätzung 238 Estimation 237 Volatility 235 Volatilität 234 Forecast 164 Prognose 163 USA 152 United States 151 Stochastic process 119 Stochastischer Prozess 119 VAR model 111 VAR-Modell 111 Börsenkurs 100 Share price 100 ARIMA 99 Inflation 95 Capital income 89 Kapitaleinkommen 89 Cointegration 82 Kointegration 82 Aktienmarkt 77 Stock market 77 Exchange rate 75 Wechselkurs 75 Forecasting 70 Neural networks 65 Neuronale Netze 65 Großbritannien 64
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Online availability
All
Free 646 Undetermined 329 CC license 53
Type of publication
All
Article 1,118 Book / Working Paper 698 Other 1
Type of publication (narrower categories)
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Article in journal 1,002 Aufsatz in Zeitschrift 1,002 Working Paper 393 Arbeitspapier 390 Graue Literatur 378 Non-commercial literature 378 Aufsatz im Buch 60 Book section 60 Hochschulschrift 30 Thesis 26 Lehrbuch 8 Textbook 7 Collection of articles written by one author 5 Sammlung 5 Amtsdruckschrift 4 Conference paper 4 Government document 4 Konferenzbeitrag 4 Systematic review 4 Übersichtsarbeit 4 Article 3 Bibliografie enthalten 3 Bibliography included 3 Collection of articles of several authors 3 Forschungsbericht 3 Sammelwerk 3 Case study 2 Fallstudie 2 Rezension 2 Aufsatzsammlung 1 Glossar enthalten 1 Glossary included 1 Mehrbändiges Werk 1 Multi-volume publication 1 Nachschlagewerk 1 Reference book 1 Reprint 1 research-article 1
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Language
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English 1,729 Undetermined 32 German 28 Spanish 12 French 5 Polish 3 Portuguese 3 Finnish 2 Italian 2 Romanian 1 Russian 1
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Author
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Gil-Alaña, Luis A. 62 Caporale, Guglielmo Maria 29 McAleer, Michael 22 Beran, Jan 19 Feng, Yuanhua 16 Athanasopoulos, George 14 Poskitt, Donald Stephen 14 Sibbertsen, Philipp 14 Silvestrini, Andrea 14 Karanasos, Menelaos 13 Kapetanios, George 12 Koopman, Siem Jan 12 Lütkepohl, Helmut 11 Maravall Herrero, Agustín 11 Palm, Franz C. 11 Baillie, Richard 10 Gupta, Rangan 10 Vahid, Farshid 10 Hecq, Alain W. J. 9 Hyndman, Rob J. 9 Laurent, Sébastien 9 Ozdemir, Zeynel Abidin 9 Plastun, Alex 9 Saikkonen, Pentti 9 Sbrana, Giacomo 9 Asai, Manabu 8 Chan, Joshua 8 Račev, Svetlozar T. 8 Tansel, Aysıt 8 Bauwens, Luc 7 Bhardwaj, Geetesh 7 Francq, Christian 7 Glabadanidis, Paskalis 7 Lieberman, Offer 7 Meitz, Mika 7 Miller, Don M. 7 Monfort, Alain 7 Ocker, Dirk 7 Phillips, Peter C. B. 7 Williams, Dan 7
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 7 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 National Bureau of Economic Research 3 Department of Econometrics and Business Statistics, Monash Business School 2 European Commission / Statistical Office of the European Communities 2 European University Institute / Department of Economics 2 Springer International Publishing 2 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 2 Banco de España 1 Birkbeck College / Department of Economics 1 Columbia University / Department of Economics 1 Department of Economics, University of Victoria 1 Elinkeinoelämän Tutkimuslaitos 1 Escola de Pós-Graduação em Economia <Rio de Janeiro> 1 Federal Reserve Bank of St. Louis 1 Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Institut für Wirtschaftswissenschaften <Wien> 1 Jingji-Yanjiusuo <Taipeh> 1 London School of Economics and Political Science 1 Massachusetts Institute of Technology / Department of Economics 1 Queen Mary College / Department of Economics 1 Robert Schuman Centre for Advanced Studies 1 Rutgers University / Department of Economics 1 School of Accounting, Finance and Economics <Perth, Western Australia> 1 School of Finance and Business Economics <Perth, Western Australia> 1 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1 Suntory and Toyota International Centres for Economics and Related Disciplines 1 Technology Management, Economics and Policy Program (TEMEP), Seoul National University 1 University of Canterbury / Dept. of Economics and Finance 1 University of Colorado Boulder / Department of Economics 1 University of Reading / Department of Economics 1 University of Western Ontario / Department of Economics 1 Université de Montréal / Département de sciences économiques 1 epubli GmbH 1
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Published in...
All
International journal of forecasting 46 Economics letters 42 Journal of econometrics 40 Journal of forecasting 38 Econometric theory 28 Applied economics 26 Discussion paper / Tinbergen Institute 21 International Journal of Energy Economics and Policy : IJEEP 20 Working paper / Department of Econometrics and Business Statistics, Monash University 19 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 16 Applied financial economics 13 Computational economics 12 Economic modelling 12 International journal of economics and financial issues : IJEFI 12 Journal of time series econometrics 11 Tourism economics : the business and finance of tourism and recreation 11 CESifo working papers 10 CoFE discussion papers 10 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 10 Energy economics 10 The econometrics journal 10 Advances in business and management forecasting 9 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 9 Econometric Institute research papers 9 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 9 Journal of banking & finance 9 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 9 Economics and finance working paper series 8 The empirical economics letters : a monthly international journal of economics 8 Working paper 8 CREATES research paper 7 Discussion papers in economics 7 Econometrics : open access journal 7 International journal of production economics 7 Journal of empirical finance 7 Journal of financial econometrics : official journal of the Society for Financial Econometrics 7 MPRA Paper 7 Asian African journal of economics and econometrics 6 CORE discussion papers : DP 6 Documentos de trabajo / Banco de España, Servicio de Estudios 6
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Source
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ECONIS (ZBW) 1,769 RePEc 38 EconStor 6 BASE 3 Other ZBW resources 1
Showing 141 - 150 of 1,817
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Inefficiency in Social Security Trust Funds Forecasts
Lahiri, Kajal; Zhang, Junyan; Zhao, Yongchen - 2021
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...
Persistent link: https://www.econbiz.de/10013313449
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A data-driven selection of an appropriate seasonal adjustment approach
Webel, Karsten - 2016
parametric ARIMA model-based approach to seasonal adjustment for any given time series without the necessity of switching between …
Persistent link: https://www.econbiz.de/10011452778
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Forecasting Electricity Consumption in the Philippines Using ARIMA Models
Parreño, Samuel John - 2023
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...
Persistent link: https://www.econbiz.de/10014357533
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The immediate impact of COVID-19 on tourism employment in Spain : debunking the myth of job precariousness?
Perles-Ribes, José Francisco; Ramón Rodríguez, Ana Belén - In: Tourism planning & development 20 (2023) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10014235277
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Volatility puzzle : long memory or antipersistency
Shi, Shuping; Yu, Jun - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 3861-3883
Persistent link: https://www.econbiz.de/10014338293
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Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu; Xiao, Weilin; Yu, Jun - In: Journal of econometrics 232 (2023) 2, pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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Analysing costs and margins of smallholder farmers in the coffee value chain : M4P approach
ThiHong Nguyen; Dang Trung Tuyen; Nguyen Ngoc Trung; … - In: International journal of economics and business … 26 (2023) 3, pp. 325-353
Persistent link: https://www.econbiz.de/10014340134
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A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit; Archana Singh; Kumar, Nand - In: International journal of applied management science : IJAMS 15 (2023) 4, pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
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Evaluation and implementation of a Just-In-Time bed-assignment strategy to reduce wait times for surgical inpatients
Braaksma, Aleida; Copenhaver, Martin S.; Zenteno, Ana C.; … - In: Health care management science : a new journal serving … 26 (2023) 3, pp. 501-515
Persistent link: https://www.econbiz.de/10014383162
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A sectoral perspective on the persistence of economic sentiment : mere transitory effect or a long run memory process
Lolić, Ivana; Sorić, Petar; Logarušić, Marija - In: Review of Keynesian economics 11 (2023) 3, pp. 328-349
Persistent link: https://www.econbiz.de/10014383461
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