Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance Article
Thomakos, DD, Guerard, JB. (2004). Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance
. INTERNATIONAL JOURNAL OF FORECASTING, 20(1), 10.1016/S0169-2070(03)00010-4