Feng, Hui; Liu, Jia - In: Applied Economics 35 (2003) 18, pp. 1957-1964
This paper investigates the forecasting performance of the non-linear time series SETAR model by using Canadian GDP data from 1965 to 2000. Besides the within-sample fit, the forecasting performance of a standard linear ARIMA model for the same sample has also been generated for comparative...
