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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
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Free 645 Undetermined 329 CC license 52
Type of publication
All
Article 1,117 Book / Working Paper 698 Other 1
Type of publication (narrower categories)
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Article in journal 1,001 Aufsatz in Zeitschrift 1,001 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 1,728 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) 1,768 RePEc 38 EconStor 6 BASE 3 Other ZBW resources 1
Showing 51 - 60 of 1,816
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Seasonal Autoregressive Integrated Moving Average (SARIMA) Model for the Analysis of Frequency of Monthly Rainfall in Osun State, Nigeria
Adams, Samuel Olorunfemi; Mustapha, Bello; Alumbugu, … - 2023
The Seasonal Autoregressive Integrated Moving Average (SARIMA) model is proposed for Osun State monthly rainfall data and the analysis was based on probability time series modeling approach. The Plot of the original data shows that the time series is stationary and the Augmented Dickey-Fuller...
Persistent link: https://www.econbiz.de/10014262912
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FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series
Feng, Yuanhua; Gries, Thomas; Letmathe, Sebastian - 2023
Persistent link: https://www.econbiz.de/10014282334
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Forecasting lending interest rate and deposit interest rate of bangladesh using the autoregressive integrated moving average model
Jilhajj, Khondokar - In: International journal of economics and financial issues … 13 (2023) 3, pp. 169-177
Persistent link: https://www.econbiz.de/10014288663
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Forecasting banknote circulation during the COVID-19 pandemic using structural time series models
Bartzsch, Nikolaus; Brandi, Marco; Pastor, Raymond de; … - 2023
As part of the Eurosystem’s annual banknote production planning, the national central banks draw up forecasts estimating the volumes of national-issued banknotes in circulation for the three years ahead. As at the end of 2021, more than 80 per cent of euro banknotes in circulation (cumulated...
Persistent link: https://www.econbiz.de/10014320825
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An investigation of time series models for forecasting mixed migration flows : focusing in Germany
Mebelli, Vasiliki; Drakaki, Maria; Tzionas, Panagiotis - In: Operations research forum 4 (2023) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10014330498
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The persistence of economic sentiment : a trip down memory lane
Sorić, Petar; Lolić, Ivana; Matošec, Marina - In: Journal of economic interaction and coordination 18 (2023) 2, pp. 371-395
Persistent link: https://www.econbiz.de/10014253294
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International tourist arrivals modelling and forecasting : a case of Zimbabwe
Makoni, Tendai; Mazuruse, Gideon; Nyagadza, Brighton - In: Sustainable technology and entrepreneurship 2 (2023) 1, pp. 1-8
Zimbabwe is blessed with tourist attractions that draw visitors from all over the world. However, there are no quantitative models available for tourism stakeholders to utilize in decision-making and planning. The country is experiencing foreign currency shortages, which may be alleviated if the...
Persistent link: https://www.econbiz.de/10014226568
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Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta; Cipollini, Fabrizio; Mealli, Fabrizia - In: The econometrics journal 26 (2023) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
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Forecasting Implied Volatility : The Role of Long-Memory
Wen, Conghua; Zhai, Jia; Wang, Yinuo; Cao, Yi - 2023
This study employs machine learning models to forecast and comprehend the implied volatility of China ETF50. We develop a hybrid model named LSTM-ML, leveraging historical implied volatility, moneyness, and time-to-maturity as input features. The LSTM component captures dynamic hidden...
Persistent link: https://www.econbiz.de/10014352550
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Forecasting volatility by using wavelet transform, ARIMA and GARCH models
Rubio, Lihki; Palacio Pinedo, Adriana; Mejía Castaño, … - In: Eurasian economic review : a journal in applied … 13 (2023) 3/4, pp. 803-830
Persistent link: https://www.econbiz.de/10014452054
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