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Original Articles

On forecasting economic time series data: a comparative study

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Pages 265-272 | Received 01 Mar 1997, Published online: 18 Jun 2013

References

  • Box , G. E. P. and Jenkins , G. M. 1970 . Time Series Analysis: Forecasting and Control , San Francisco , CA : Holden-Day . (1976)
  • Chalien , D. W. and Hagger , A. C. 1983 . Macroeconometric System: Construction, Validation and Applications , New York : St. Mortin Press .
  • Cryer , J. D. 1986 . Time Series Analysis , Boston : Duxbury Press .
  • Sims , C. A. 1980 . Macroeconomics and Reality . Econometrica , 48 : 1 – 48 .
  • Trevor , G. R. and Thorp , S. J. 1988 . VAR Forecasting Models of the Australian Economy: A Preliminary Analysis . Australian Economic Papers , 27 : 108 – 120 .

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