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



cited authors

  • Thomakos, DD; Guerard, JB

publication date

  • 2004

published in

author keyword

category

Digital Object Identifier (DOI)

volume

  • 20

issue

  • 1

research area