Selecting Single Model in Combination Forecasting Based on Cointegration Test and Encompassing Test
نویسندگان
چکیده
منابع مشابه
Selecting Single Model in Combination Forecasting Based on Cointegration Test and Encompassing Test
Combination forecasting takes all characters of each single forecasting method into consideration, and combines them to form a composite, which increases forecasting accuracy. The existing researches on combination forecasting select single model randomly, neglecting the internal characters of the forecasting object. After discussing the function of cointegration test and encompassing test in t...
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ژورنال
عنوان ژورنال: The Scientific World Journal
سال: 2014
ISSN: 2356-6140,1537-744X
DOI: 10.1155/2014/621917