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Predicting Time Series Turning Points with Arima Models

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  • Miller, Stephen E.

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  • Miller, Stephen E., 1982. "Predicting Time Series Turning Points with Arima Models," Working Papers 116869, Clemson University, Department of Agricultural and Applied Economics.
    • Handle: RePEc:ags:cuaewp:116869
    DOI: 10.22004/ag.econ.116869
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    File URL: https://ageconsearch.umn.edu/record/116869/files/WP120682.pdf
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    References listed on IDEAS

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    1. Ronald A. Oliveira & Gordon C. Rausser, 1977. "Daily Fluctuations in Campground Use: An Econometric Analysis," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 59(2), pages 283-293.
    2. Wecker, William E, 1979. "Predicting the Turning Points of a Time Series," The Journal of Business, University of Chicago Press, vol. 52(1), pages 35-50, January.
    3. Hazen F. Gale, 1975. "Needed Improvements in Application of Models for Agriculture Commodity Price Forecasting: Discussion," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 57(2), pages 185-187.
    4. Andrew Schmitz & Donald G. Watts, 1970. "Forecasting Wheat Yields: An Application of Parametric Time Series Modeling," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 52(2), pages 247-254.
    5. Wallis, Kenneth F, 1977. "Multiple Time Series Analysis and the Final Form of Econometric Models," Econometrica, Econometric Society, vol. 45(6), pages 1481-1497, September.
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