Forecasting integer autoregressive processes of order 1: are simple AR competitive?

被引:0
|
作者
Bisaglia, Luisa [1 ]
Gerolimetto, Margherita [2 ]
机构
[1] Univ Padua, Dept Stat Sci, I-35100 Padua, Italy
[2] Ca Foscari Univ, Dept Econ, Venice, Italy
来源
ECONOMICS BULLETIN | 2015年 / 35卷 / 03期
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
In this work we want to clarify, via a Monte Carlo experiment, if (and when) for an integer-valued time series it is really recommended to adopt the coherent forecasting methods from INAR models or if equivalently good predictions can be obtained from the simpler AR models. Results show that INAR models should be preferred.
引用
收藏
页码:1652 / +
页数:10
相关论文
共 50 条