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A SETAR model for Canadian GDP: non-linearities and forecast comparisons.
- Source :
- Applied Economics; 12/15/2003, Vol. 35 Issue 18, p1957-1964, 8p, 5 Charts, 5 Graphs
- Publication Year :
- 2003
-
Abstract
- This paper investigates the forecasting performance of the non-linear time series SETAR model by using Canadian GDP data from 1965 to 2000. Besides the within-sample fit, the forecasting performance of a standard linear ARIMA model for the same sample has also been generated for comparative purposes. Two forecasting methods, one-step-ahead and multi-step-ahead forecasting, are compared for each type of model. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00036846
- Volume :
- 35
- Issue :
- 18
- Database :
- Complementary Index
- Journal :
- Applied Economics
- Publication Type :
- Academic Journal
- Accession number :
- 11622409
- Full Text :
- https://doi.org/10.1080/0003684032000160674