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Journal of Applied Statistics Volume 26, 1999 - Issue 7
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Original Articles

Forecasting power-transformed time series data

Paul De Bruin
&
Philip Hans Franses
Pages 807-815 | Published online: 02 Aug 2010

Citations (5)

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Read on this site (1)

Key-Il Shin & Hee-Jeong Kang. (2001) A study on the effect of power transformation in the ARMA(p,q) model. Journal of Applied Statistics 28:8, pages 1019-1028.
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Articles from other publishers (4)

Meltem Kiygi-Calli, Marcel Weverbergh & Philip Hans Franses. (2017) Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve?. International Journal of Forecasting 33:1, pages 90-101.
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Tommaso Proietti & Helmut Lütkepohl. (2013) Does the Box–Cox transformation help in forecasting macroeconomic time series?. International Journal of Forecasting 29:1, pages 88-99.
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Valentina Corradi & Norman R. Swanson. (2006) The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test. Journal of Econometrics 132:1, pages 195-229.
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Heungsun Park & Key‐Il Shin. (2006) A Shrinked Forecast in Stationary Processes Favouring Percentage Error. Journal of Time Series Analysis 27:1, pages 129-139.
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