Generalising about univariate forecasting methods: further empirical evidence (Int J Forecasting 1998)

From ReplicationWiki
Jump to: navigation, search



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Robert Fildes, Michele Hibon, Spyros Makridakis, Nigel Mead Generalising about univariate forecasting methods: further empirical evidence Int J Forecasting 1998 3 339–58 - Comparative methods-Time series: Univariate, Time series-univariate: ARIMA, Estimation-robust, Time series-univariate: exponential smoothing, M-Competition

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - Autoregressive integrated moving average (ARIMA) - - - -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Everette S. Gardner Jr., Joaquin Diaz-Saiz Exponential smoothing in the telecommunications data Int J Forecasting 2008 1 170-4 - Comparative methods — evaluation, Time series — exponential smoothing, Robust trend, Theta method 3 - reproduction (new methods) - - 2 - partly -

References

DOI: 10.1016/S0169-2070(98)00009-0 IDEAS: a/eee/intfor/v14y1998i3p339-358.html EconPapers: RePEc:eee:intfor:v:14:y:1998:i:3:p:339-358


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox