Measuring the Accuracy of Forecasting Using Integrated VAR models
This study addressed the problem of prediction integration. Different weighting methods are applied to different VAR models. Some economic time series such as unemployment rates, economic growth rates and the general government expenditure series are used to study their effect on each other through...
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Format: | Article |
Language: | Arabic |
Published: |
Faculty of Commerce, Port Said University
2017-01-01
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Series: | Maǧallaẗ Al-Buḥūṯ Al-Mālīyyaẗ wa Al-Tiğāriyyaẗ |
Subjects: | |
Online Access: | https://jsst.journals.ekb.eg/article_59300_ba9712bbb28847c49d941f11e39fa0ed.pdf |