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A two-step approach for identifying seasonal autoregressive time series forecasting models

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  • Koreisha, Sergio G.
  • Pukkila, Tarmo

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  • Koreisha, Sergio G. & Pukkila, Tarmo, 1998. "A two-step approach for identifying seasonal autoregressive time series forecasting models," International Journal of Forecasting, Elsevier, vol. 14(4), pages 483-496, December.
    • Handle: RePEc:eee:intfor:v:14:y:1998:i:4:p:483-496
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    References listed on IDEAS

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    1. Sergio G. Koreisha & Tarmo Pukkila, 1995. "The Identification Of Seasonal Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(3), pages 267-290, May.
    2. Sergio G. Koreisha & Tarmo Pukkila, 1993. "Determining The Order Of A Vector Autoregression When The Number Of Component Series Is Large," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(1), pages 47-69, January.
    3. Genshiro Kitagawa, 1977. "On a search procedure for the optimal AR-MA order," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 29(1), pages 319-332, December.
    4. Pukkila, Tarmo M., 1988. "An improved estimation method for univariate autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 27(2), pages 422-433, November.
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    Cited by:

    1. Marek Hlavacek & Michael Konak & Josef Cada, 2005. "The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation," Working Papers 2005/11, Czech National Bank.
    2. Growitsch, Christian & Müller, Gernot & Rammerstorfer, Margarethe & Weber, Christoph, 2007. "Determinanten der Preisentwicklung auf dem deutschen Minutenreservemarkt," WIK Discussion Papers 300, WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH.

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