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Publikācija: Comparing Forecasts of Latvia's GDP Using Simple Seasonal ARIMA Models and Direct Versus Indirect Approach: an Overview

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Nosaukums oriģinālvalodā Comparing Forecasts of Latvia's GDP Using Simple Seasonal ARIMA Models and Direct Versus Indirect Approach: an Overview
Pētniecības nozare 1. Dabaszinātnes
Pētniecības apakšnozare 1.1. Matemātika
Autori Ginters Bušs
Atslēgas vārdi real-time forecasting, seasonal ARIMA, direct versus indirect forecasting
Anotācija This paper contributes to the literature by comparing predictive accuracy of one-period real-time simple seasonal ARIMA forecasts of Latvia's Gross Domestic Product (GDP) as well as by comparing a direct forecast of Latvia's GDP versus three kinds of indirect forecasts. Four main results are as follows. Direct forecast of Latvia's GDP seems to yield better precision than an indirect one. model tends to give more precise forecasts than the benchmark moving-average models. An extra regular differencing appears to help better forecast Latvia's GDP in an economic downturn. Finally, only gives forecasts with better precision compared to a naïve Random Walk model.
Atsauce Bušs, G. Comparing Forecasts of Latvia's GDP Using Simple Seasonal ARIMA Models and Direct Versus Indirect Approach: an Overview. No: Statistikas zinātnisko pētījumu rezultāti 2010: zinātniskie raksti. Rīga: Latvijas Republikas Centrālā statistikas pārvalde, 2010, 50.-56.lpp. ISBN 978-9984-06-386-7.
ID 13228