Feng, Hui - In: Journal of Forecasting 28 (2009) 3, pp. 183-193
In this paper we investigate the impact of data revisions on forecasting and model selection procedures. A linear ARMA model and nonlinear SETAR model are considered in this study. Two Canadian macroeconomic time series have been analyzed: the real-time monetary aggregate M3 (1977-2000) and...
