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: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2020-11-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://econjournals.com/index.php/ijefi/article/view/9020 |