Comparative Evaluation of Forecast Accuracies for ARIMA, Exponential Smoothing and VAR
While various linear and nonlinear forecasting models exist, multivariate methods like VAR, Exponential smoothing, and Box-Jenkins' ARIMA methodology constitute the widely used methods in time series. This paper employs series of Turkish private consumption, exports and GDP data ranging betwe...
| Main Authors: | , , |
|---|---|
| 格式: | 文件 |
| 语言: | English |
| 出版: |
EconJournals
2020-11-01
|
| 丛编: | International Journal of Economics and Financial Issues |
| 在线阅读: | http://mail.econjournals.com/index.php/ijefi/article/view/9020 |