haku: @author Aksu, C. / yhteensä: 2
viite: 2 / 2
« edellinen | seuraava »
| Tekijä: | Gunter, S. I. Aksu, C. |
| Otsikko: | N-step combinations of forecasts. |
| Lehti: | Journal of Forecasting
1989 : JUL-SEP, VOL. 8:3, p. 253-267 |
| Asiasana: | FORECASTING LINEAR MODELS |
| Kieli: | eng |
| Tiivistelmä: | While there is general agreement that a linear combination of forecasts can outperform the individual forecasts, there is a controversy about the appropriateness of the combination method to be used in a given situation. Hence, in any given application it may be more beneficial to combine different sets of combined forecasts rather than picking one of them. The concept of N-step combinations of forecasts is introduced. This involves the combination of combined forecasts obtained from different combination procedures used at the preceding step. Using quarterly GNP data, evidence supporting the increase in accuracy of the one-period-ahead ex-ante forecasts as the combination step increases is provided. |
« edellinen | seuraava »
SCIMA