Forecasting UK industrial production with multivariate singular spectrum analysis

Journal of Forecasting

Volumn 32, Issue 5, 2013, Pages 395-408

  Hassani, Hossein ^a,b   Heravi, Saeed ^c   Zhigljavsky, Anatoly ^d  

^a BOURNEMOUTH UNIVERSITY   (United Kingdom)

^b International Institute for Energy Studies (IIES)   (Iran)

^c CARDIFF UNIVERSITY   (United Kingdom)

^d CARDIFF UNIVERSITY   (United Kingdom)

Author keywords

Causality; Forecasting; Industrial production series; Singular spectrum analysis

Indexed keywords

INDUSTRIAL RESEARCH; SPECTRUM ANALYSIS;

ANALYSIS METHOD; ANALYSIS TECHNIQUES; AUTO-REGRESSIVE; CAUSALITY; INDUSTRIAL PRODUCTION; INDUSTRIAL PRODUCTION SERIES; PERFORMANCE; PRACTICAL PROBLEMS; SINGULAR SPECTRUM ANALYSIS; UK ECONOMY;

FORECASTING;

EID: 84893555436     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.2244     Document Type: Article

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