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| Author: | Herwartz, H. |
| Title: | Performance of periodic time series models in forecasting. |
| Journal: | Empirical Economics
1999 : MAY, VOL. 24:2, p. 271-301 |
| Index terms: | Time series Unit roots Forecasting Economic forecasting |
| Language: | eng |
| Abstract: | The author compares alternative univariate time series models that are advocated for the analysis of seasonal data, investigating consumption and income series from (West-) Germany, United Kingdom, Japan and Sweden. The performance of competing models in forecasting is used to assess the adequacy of a specific model. |
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