Selecting Single Model in Combination Forecasting Based on Cointegration Test and Encompassing Test
Combination forecasting takes all characters of each single forecasting method into consideration, and combines them to form a composite, which increases forecasting accuracy. The existing researches on combination forecasting select single model randomly, neglecting the internal characters of the f...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2014-01-01
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| Series: | The Scientific World Journal |
| Online Access: | http://dx.doi.org/10.1155/2014/621917 |