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Título:
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On univariate forecasting comparisons: the case of the spanish automobile industry
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Autores:
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García Ferrer, Antonio ;
Hoyo Bernat, Juan del ;
Martín-Arroyo, Antonio ;
Young, Peter C.
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Tipo de documento:
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texto impreso
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Editorial:
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Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE), 1994
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Dimensiones:
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application/pdf
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Nota general:
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cc_by_nc_sa
info:eu-repo/semantics/openAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Estadística: Econometría
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Materia = Ciencias: Estadística: Análisis Multivariante
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Tipo = Documento de trabajo o Informe técnico
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Resumen:
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This paper investigates the forecasting ability of a new univariate models family of unobservable components, when compared with other more standard univariate methodologies. A forecasting exercice is carried out with each method, in monthly time series of automobile sales. The accuracy of the differents methods is assesed by comparing several measures of forecasting performance on the out of sample predictions for various horizons as well as differents assumptions on the models parameters.
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En línea:
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https://eprints.ucm.es/id/eprint/27892/1/9414.pdf
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