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The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production

  • Published:2005-01 Issue:1 Volume:21 Page:87-102
  • ISSN:0169-2070
  • Container-title:International Journal of Forecasting
  • language:en
  • Short-container-title:International Journal of Forecasting

Author:

Franses Philip Hans,van Dijk Dick

Publisher

Elsevier BV

Subject

Business and International Management

Reference45 articles.

1. Time series analysis, forecasting and control;Box,1970

2. Changes in seasonal patterns: Are they cyclical?;Canova;Journal of Economic Dynamics and Control,1994

3. Are seasonal patterns constant over time? A test for seasonal stability;Canova;Journal of Business and Economic Statistics,1995

4. On estimating thresholds in autoregressive models;Chan;Journal of Time Series Analysis,1986

5. An empirical study of seasonal unit roots in forecasting;Clements;International Journal of Forecasting,1997

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