Can univariate models forecast turning points in seasonal economic time series?
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Volume (Year): 14 (1998)
Issue (Month): 4 (December)
Pages: 433-446
| Handle: | RePEc:eee:intfor:v:14:y:1998:i:4:p:433-446 |
| Contact details of provider: | Web page: http://www.elsevier.com/locate/ijforecast
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References listed on IDEAS
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- Cheung, Yin-Wong & Lai, Kon S, 1995. "Lag Order and Critical Values of the Augmented Dickey-Fuller Test," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 277-80, July.
- Eduardo Morales & Antoni Espasa & María Luisa Rojo, 1992. "Univariate methods for the analysis of the industrial sector in Spain," Investigaciones Economicas, Fundación SEPI, vol. 16(1), pages 127-149, January.
- Andrews, Rick L, 1994. "Forecasting Performance of Structural Time Series Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 129-33, January.
- Harvey, A C & Todd, P H J, 1983. "Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(4), pages 299-307, October.
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