Forecasting annual inflation with seasonal monthly data: using levels versus logs of the underlying price index (Q4928535)
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scientific article; zbMATH DE number 6176299
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| English | Forecasting annual inflation with seasonal monthly data: using levels versus logs of the underlying price index |
scientific article; zbMATH DE number 6176299 |
Statements
Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index (English)
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14 June 2013
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autoregressive moving average
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mean squared error
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log transformation
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seasonal dummy variables
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0.7600664496421814
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0.7291101813316345
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0.719036877155304
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0.7108798027038574
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0.7043482065200806
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