Search Results - subject:"adaptive learning forecasting automatic time series modelling"

Automatic time series modeling and forecasting: a replication case study of forecasting real GDP, the unemployment rate and the impact of leading economic indicators

Guerard, John Baynard; Thomakos, Dimitrios D.; Kyriazi, … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-20

We test and report on time series modelling and forecasting using several US. Leading economic indicators (LEI) as an input to forecasting real US. GDP and the unemployment rate. These time series have been addressed before, but our results are more statistically significant using more recently...

Persistent link: https://www.econbiz.de/10012657604

Automatic time series modeling and forecasting: a replication case study of forecasting real GDP, the unemployment rate and the impact of leading economic indicators

Guerard, John Baynard; Thomakos, Dimitrios D.; Kyriazi, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10012214684