Forecasting Chilean Industrial Production and Sales with Automated Procedures

Romulo Chumacero

No 112, Computing in Economics and Finance 2004 from Society for Computational Economics

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; 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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://repec.org/sce2004/up.14438.1077669344.pdf (application/pdf)

Related works:
Journal Article: Forecasting Chilean Industrial Production and Sales With Automated Procedures (2004)
Working Paper: Forecasting Chilean Industrial Production and Sales with Automated Procedures (2004)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf4:112

Access Statistics for this paper

More papers in Computing in Economics and Finance 2004 from Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().