Long memory time series and short term forecasts

International Journal of Forecasting

Volumn 19, Issue 3, 2003, Pages 477-491

  Man, K S ^a  

^a SYRACUSE UNIVERSITY   (United States)

Author keywords

ARMA model; Consumer Price Index; Fractionally differenced ARFIMA model; Inflation rate; Predictability memory; Prediction horizon

Indexed keywords

EID: 0041382924     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(02)00060-2     Document Type: Article

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