Forecasting power-transformed time series data

DOI10.1080/02664769922043zbMath0940.62085OpenAlexW1964820520MaRDI QIDQ4935472

Paul T. De Bruin, Philip Hans Franses

Publication date: 19 March 2000

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664769922043

zbMATH Keywords

growth ratesemployment series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

Related Items (3)

The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test ⋮ A study on the effect of power transformation in the ARMA(p,q) model ⋮ A Shrinked Forecast in Stationary Processes Favouring Percentage Error

Cites Work

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