Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis

DOI10.1002/FOR.2244zbMath1397.62330OpenAlexW1927687292MaRDI QIDQ4687331

Anatoly A. Zhigljavsky, Hossein Hassani, Saeed M. Heravi

Publication date: 11 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2244

zbMATH Keywords

causalityindustrial production series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84)

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