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An exposition of the decomposition in a Controlled Autoregressive Integrated Segmented Moving Average (CARISMA) model

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  • Purkayastha, D. Das

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  • Purkayastha, D. Das, 1995. "An exposition of the decomposition in a Controlled Autoregressive Integrated Segmented Moving Average (CARISMA) model," Economics Letters, Elsevier, vol. 48(1), pages 1-7, April.
    • Handle: RePEc:eee:ecolet:v:48:y:1995:i:1:p:1-7
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    References listed on IDEAS

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    1. Rose, David E., 1977. "Forecasting aggregates of independent Arima processes," Journal of Econometrics, Elsevier, vol. 5(3), pages 323-345, May.
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    2. Abdullah Sultan Al Shammre & Benaissa Chidmi, 2023. "Oil Price Forecasting Using FRED Data: A Comparison between Some Alternative Models," Energies, MDPI, vol. 16(11), pages 1-24, May.

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