When are Direct Multi‐step and Iterative Forecasts Identical?

DOI10.1002/for.2321zbMath1376.62110OpenAlexW2167884573MaRDI QIDQ5369574

Tucker S. McElroy

Publication date: 18 October 2017

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2321

zbMATH Keywords

seasonalitytime seriesspectral analysisARIMA modelslong-term forecastingeconometric models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

This page was built for publication: When are Direct Multi‐step and Iterative Forecasts Identical?