The role of the log transformation in forecasting economic variables

Helmut Lütkepohl and Fang Xu

Empirical Economics, 2012, vol. 42, issue 3, 619-638

Keywords: Autoregressive moving average process; Forecast mean squared error; Instantaneous transformation; Integrated process; Heteroskedasticity; C22 (search for similar items in EconPapers)
Date: 2012
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Working Paper: The Role of the Log Transformation in Forecasting Economic Variables (2009)
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DOI: 10.1007/s00181-010-0440-1

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