Measuring the Accuracy of Forecasting Using Integrated VAR models | ||||
| مجلة البحوث المالية والتجارية | ||||
| Article 16, Volume 18, العدد الأول - الجزء الثانی - Serial Number 1, January 2017, Page 407-434 PDF (1.45 MB) | ||||
| Document Type: المقالة الأصلية | ||||
| DOI: 10.21608/jsst.2017.59300 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| Niveen Ali Mohammed Elmor* | ||||
| Assistant Lecturer at Statistics, Mathematics and Insurance Department Faculty of Commerce –Port Said University | ||||
| Abstract | ||||
| This study addressed the problem of prediction integration. Different weighting methods are applied to different VAR models. Some economic time series such as unemployment rates, economic growth rates and the general government expenditure series are used to study their effect on each other through the use of VAR , VARX and SVAR models. An evaluation of the integration between predections is presented. The results showed that the combined models prediction is better than normal models. The BICW method is the best combining method. | ||||
| Keywords | ||||
| Combining forecasts – Vector Autoregressive – Weights method | ||||
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