Listar por tema "SARMA"
Mostrando ítems 1-2 de 2
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Penalised regressions vs. autoregressive moving average models for forecasting inflation
(Corporación Universidad de la Costa, 2019-11-15)This article relates the Seasonal Autoregressive Moving Average Models (SARMA) to linear regression. Based on this relationship, the paper shows that penalized linear models can outperform the out-of-sample forecast ... -
Penalised regressions vs. autoregressive moving average models for forecasting inflation
(Universidad de la Costa, 2020-01-01)This paper relates seasonal autoregressive moving average (SARMA) models with linear regression. Based on this relation, the paper shows that penalised linear models may surpass the out-of-sample forecasting accuracy of ...