IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-030-99418-1_8.html
   My bibliography  Save this book chapter

Granger Causality Testing and LEI Forecasting of Quarterly Mergers and the Unemployment Rate

In: The Leading Economic Indicators and Business Cycles in the United States

Author

Listed:
  • John B. Guerard

    (McKinley Capital Management, LLC)

Abstract

Ιn this chapter we examine, in the context of a data-specific case study, the automatic time series approach to modeling and forecasting time series. The time series modeling approach has evolved from the Box and Jenkins (1970) approach for the identification, estimation, and forecasting of stationary (or series transformed to stationarity) series, through the analysis of the series autocorrelation and partial autocorrelation functions, to the world of Clive Granger (2001) and causality testing, to current applications of automatic time series modeling and forecasting of Tsay (1988, 1989), implemented in the Scientific Computing Associates (DCA) program, and Vinod (2014), in his R-program.

Suggested Citation

  • John B. Guerard, 2022. "Granger Causality Testing and LEI Forecasting of Quarterly Mergers and the Unemployment Rate," Springer Books, in: The Leading Economic Indicators and Business Cycles in the United States, chapter 0, pages 291-329, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-99418-1_8
    DOI: 10.1007/978-3-030-99418-1_8
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-030-99418-1_8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.