مرکز منطقه ای اطلاع رساني علوم و فناوري - Long memory time series and short term forecasts

Title of article :

Long memory time series and short term forecasts

Author/Authors :

K. S. Man، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

477

To page :

491

Keywords :

Predictability memory , ARMA model , Consumer Price Index , Inflation ra , Fractionally differenced ARFIMA model , Prediction horizon

Journal title :

International Journal of Forecasting

Serial Year :

2003

Journal title :

International Journal of Forecasting

Record number :

179020

Link To Document :