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Trends, Lead Times and Forecasting

G.R. Saligari and Ralph Snyder ()

No 1/96, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: The local linear trend and global linear trend models embody extreme assumptions about trends. According to the local linear trend formulation the level and growth rate are allowed to rapidly adapt to changes in the data path. On the other hand, the Glaobal linear trend model makes no allowance for structural change. In this paper we introduce a new model that, as well as encompassing the global linear trend and local linear trend models, allows for a range of "in between" cases.

Keywords: COMPETITION; TIME SERIES; FORECASTING (search for similar items in EconPapers)
JEL-codes: C51 C52 C22 (search for similar items in EconPapers)
Date: 1996
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