A SETAR model for Canadian GDP: non-linearities and forecast comparisons

$54.97 plus tax (Refund Policy)

Buy Article:

Abstract:

This paper investigates the forecasting performance of the non-linear time series SETAR model by using Canadian GDP data from 1965 to 2000. Besides the within-sample fit, the forecasting performance of a standard linear ARIMA model for the same sample has also been generated for comparative purposes. Two forecasting methods, one-step-ahead and multi-step-ahead forecasting, are compared for each type of model.

Document Type: Research Article

DOI: http://dx.doi.org/10.1080/0003684032000160674

Affiliations: Department of Economics, University of Victoria, BC, Canada V8W 2Y2

Publication date: December 15, 2003

More about this publication?
Related content

Share Content

Access Key

Free Content
Free content
New Content
New content
Open Access Content
Open access content
Subscribed Content
Subscribed content
Free Trial Content
Free trial content
Cookie Policy
X
Cookie Policy
ingentaconnect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more