Forecasting: A hybrid approach

Noel D Uri

Omega, 1977, vol. 5, issue 4, 463-472

Abstract: It has recently been shown that the Box-Jenkins approach to forecasting time series is superior to an econometric approach over a relatively short horizon. The results here support this contention. A combination of the two approaches, however, proves to be clearly superior to either one separately. By taking account of changes in economic and weather related variables in a time series model, improved forecasts are obtained.

Date: 1977
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