Investopedia

Master ARIMA: Your Guide to Time Series Forecasting

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
International Monetary Fund

A Python Package to Assist Macroframework Forecasting: Concepts and Examples

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation In forecasting economic time series, statistical models often need to be complemented with a process to impose various ...
JSTOR Daily

Application of a Hybrid ARIMA–SVR Model Based on the SPI for the Forecast of Drought—A Case Study in Henan Province, China

Journal of Applied Meteorology and Climatology, Vol. 59, No. 7 (July 2020), pp. 1239-1259 (21 pages) Drought forecasts could effectively reduce the risk of drought. Data-driven models are suitable ...
JSTOR Daily

Forecasting with Vector Autoregressions versus a Univariate ARIMA Process: An Empirical Example with U.S. Hog Prices

This is a preview. Log in through your library . Abstract Efforts to improve the accuracy of forecasts have turned toward more sophisticated prediction approaches. The use of vector autoregressions ...