A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
收藏NBER1998-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6607
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资源简介：
A forecasting comparison is undertaken in which 49 univariate forecasting methods, plus various forecast pooling procedures, are used to forecast 215 U.S. monthly macroeconomic time series at three forecasting horizons over the period 1959 - 1996. All forecasts simulate real time implementation,
提供机构：
美国国家经济研究局
创建时间：
1998-06-01
