Forecasting an explosive time series
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DOI: 10.1285/i20705948v12n3p674
Abstract: Forecasting is an important exercise in Time series analysis. For a statio-nary time series, there are theoretically strong forecasting methods which canprovide most accurate forecasts for the future (Karlin and Taylor (1975)).For most non stationary… read more here.
Keywords: methodology; time series; forecasting explosive; stationarity time ... See more keywords