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Forecasting from non‐linear models in practice

 

作者: Jin‐Lung Lin,   C. W. J. Granger,  

 

期刊: Journal of Forecasting  （WILEY Available online 1994）
卷期: Volume 13, issue 1  

页码: 1-9

 

ISSN:0277-6693

 

年代: 1994

 

DOI:10.1002/for.3980130102

 

出版商: John Wiley&Sons, Ltd.

 

关键词: Non‐linear models;multi‐step forecasts;bootstrap estimates

 

数据来源: WILEY

 

摘要:

AbstractIf a simple non‐linear autoregressive time‐series model is suggested for a series, it is not straightforward to produce multi‐step forecasts from it. Several alternative theoretical approaches are discussed and then compared with a simulation study only for the two‐step case. It is suggested that fitting a new model for each forecast horizon may be a satisfactory s

 

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