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Keywords = Time series
Number of Articles: 3
Spurious Regression: Concept and Some Results
Volume 9, Issue 32 , October 2007, , Pages 111-136
Abstract
Granger and Newbold (1974) proposed the idea of spurious regression in econometrics. They showed that with I(1) dependent and independent variables, if a regression model is estimated by OLS method, the results may be spurious. This idea is extended to variables with different order of integration. In ... Read MoreOil Price Forecasting; A Comparison between ARIMA and ANN Models
Volume 9, Issue 32 , October 2007, , Pages 161-183
Abstract
Ability of Artificial Neural Networks (ANNs) as a powerful tool in simulation and prediction in science and engineering has made it attractive to economists. In this article, after a brief review of literature, a comparison of forecasting performance of ANN versus ARIMA is made. The data used are daily ... Read MoreTIME SERIES PREDICTION BY NEURAL NETS
Volume 4, Issue 12 , October 2002, , Pages 69-96