Forecasting Chilean Industrial Production with Automated Procedures

Romulo Chumacero

No 177, Econometric Society 2004 Latin American Meetings from Econometric Society

Abstract: This paper presents a rigurous framework for evaluating alternative forecasting methods for Chilean industrial production and sales. While nonlinear features appear to be important for forecasting the very short term, simple univariate linear models perform about as well for almost every forecasting horizon

Keywords: Forecasting; Time Series; Threshold; Artificial Neural Networks; Reality Check; Bootstrap (search for similar items in EconPapers)
JEL-codes: C22 C45 C53 (search for similar items in EconPapers)
Date: 2004-08-11
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:ecm:latm04:177

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