Combined forecasts from linear and nonlinear time series models

Nobuhiko Terui, Herman K. Van Dijk

研究成果: Article査読

130 被引用数 (Scopus)

抄録

Combined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally (non)linear modeling. The methods are applied to three data sets: Canadian lynx and sunspot series, US annual macro-economic time series - used by Nelson and Plosser (J. Monetary Econ., 10 (1982) 139) - and US monthly unemployment rate and production indices. It is shown that the combined forecasts perform well, especially with time varying coefficients. This result holds for out of sample performance for the sunspot series, the Canadian lynx number series and the monthly series, but it does not uniformly hold for the Nelson and Plosser economic time series.

本文言語English
ページ(範囲)421-438
ページ数18
ジャーナルInternational Journal of Forecasting
18
3
DOI
出版ステータスPublished - 2002

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