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  • Search: subject:"vector forecasting"
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Year of publication
Subject
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Theta method 2 multivariate time series 2 unit roots 2 univariate 2 vector forecasting 2 Forecasting model 1 Multivariate Analyse 1 Multivariate analysis 1 Prognoseverfahren 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1
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Online availability
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Free 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Thomakos, Dimitrios D. 2 Nikolopoulos, Konstantinos 1 Nikolopoulos, Konstantinos I. 1
Institution
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Bangor Business School, Bangor University 1
Published in...
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Journal of forecasting 1 Working Papers / Bangor Business School, Bangor University 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Forecasting multivariate time series with the Theta Method
Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos - Bangor Business School, Bangor University - 2013
method for vector forecasting; furthermore it provides the motivation for further investigation of the multivariate Theta …
Persistent link: https://www.econbiz.de/10010836974
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Cover Image
Forecasting multivariate time series with the Theta method
Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos I. - In: Journal of forecasting 34 (2015) 3, pp. 220-229
Persistent link: https://www.econbiz.de/10011305253
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