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Time‐series forecasting using fractional differencing
7 references·2 citing·29 second hop
Time‐series forecasting using fractional differencing (1994)Time‐series forecasting using fractional …On the Power of Dickey-Fuller Tests against Fractional Alternatives (2020)On the Power of Dickey-Fuller…Statistical Methods for Forecasting. (1984)Statistical Methods for Forec…Statistical Methods for Forecasting (1983)Statistical Methods for Forec…Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study (1983)Forecasting Economic Time Ser…Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study (1983)Forecasting Economic Time Ser…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (2015)Testing for long memory in th…Multi-Factor Gegenbauer Processes and European Inflation Rates (2011)Multi-Factor Gegenbauer Proce…Fractional Differencing (1981)Some properties of time series data and their use in econometric model specification (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)A unified view of statistical forecasting procedures (1984)A Survey of Some Recent Econometric Methods (1989)Neural Network Forecasting of Tourism Demand (2005)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Journal of the American Statistical Association (1995)The Combination of Forecasts (1969)Exponential smoothing: The state of the art (1985)Combining forecasts: A review and annotated bibliography (1990)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)Forecasting methods and applications (1993)Debt, deficits, and inflation: An application to the public finances of India (1992)The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach (2007)The Long Range Dependence Paradigm for Macroeconomics and Finance (2011)An Information Interpretation of Financial Analyst Superiority in Forecasting Earnings (1987)Calculating Interval Forecasts (1993)The predictive validation of ecological and environmental models (1993)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Exploring the use of deep neural networks for sales forecasting in fashion retail (2018)A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL (1987)Macroeconomic Forecasting Using Pooled International Data (1987)Modelling stochastic and cyclical components of technical change (1989)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 1983Statistical Methods for Forecasting622 cited
  • 1984Statistical Methods for Forecasting.542 cited
  • 1983Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study272 cited
  • 1983Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study115 cited
  • 2020On the Power of Dickey-Fuller Tests against Fractional Alternatives58 cited

Cited by

  • 2015Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials64 cited
  • 2011Multi-Factor Gegenbauer Processes and European Inflation Rates17 cited

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