A comparison of the forecasting performance of WEFA and ARIMA time series methods

B-Tier

Journal: International Journal of Forecasting

Year: 1988

Volume: 4

Issue: 1

Pages: 81-101

Authors (2)

Dhrymes, Phoebus J. (not in RePEc) Peristiani, Stavros C. (Federal Reserve Bank of New Yo...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count