IJF Home >> Volume 19, Issue 3
>> ..
Long memory time series and short term forecasts
Man, K.S.
Pages 477-491
Abstract
This article studies the usefulness of low order ARMA models in the
prediction of long memory time series with fractionally differenced
ARFIMA(0,d,0) structure, -0.5
Keywords: Fractionally differenced ARFIMA model
, ARMA model
, Prediction horizon
, Predictability memory
, Consumer Price Index
, Inflation rate
FULL TEXT LINK
http://dx.doi.org/10.1016/S0169-2070(02)00060-2
http://dx.doi.org/10.1016/S0169-2070(02)00060-2
ONLINE SUPPLEMENTS
Post a comment- Volume 29
- Volume 29, Issue 2
pp. 221-366
(April-June 2013) - Volume 29, Issue 1
pp. 1-220,A1-A2
(January-March 2013) - Volume 28
- Volume 28, Issue 4
pp. 767-892
(October-December 2012) - Volume 28, Issue 3
pp. 557-766
(July-September 2012) - Volume 28, Issue 2
pp. 297-556
(April-June 2012) - Volume 28, Issue 1
pp. 1-296
(January-March 2012) - Volume 27
- Volume 27, Issue 4
pp. 961-1282
(October-December 2011) - Volume 27, Issue 3
pp. 635-960
(July-September 2011) - Volume 27, Issue 2
pp. 197-634
(April-June 2011) - Volume 27, Issue 1
pp. 1-196
(January-March 2011) - Volume 26
- Volume 26, Issue 4
pp. 627-936
(October-December 2010) - Volume 26, Issue 3
pp. 445-626
(July-September 2010) - Volume 26, Issue 2
pp. 211-444
(April-June 2010) - Volume 26, Issue 1
pp. 1-210
(January-March 2010) - Volume 25
- Volume 25, Issue 4
pp. 639-850
(October-December 2009) - Volume 25, Issue 3
pp. 431-638
(July-September 2009) - Volume 25, Issue 2
pp. 215-430
(April-June 2009) - Volume 25, Issue 1
pp. 1-214
(January-March 2009) - Volume 24
- Volume 24, Issue 4
pp. 561-792
(October-December 2008) - Volume 24, Issue 3
pp. 323-560
(July-September 2008) - Volume 24, Issue 2
pp. 189-322
(April-June 2008) - Volume 24, Issue 1
pp. 1-188
(January-March 2008) - Volume 23
- Volume 23, Issue 4
pp. 533-736
(October-December 2007) - Volume 23, Issue 3
pp. 343-532
(July-September 2007) - Volume 23, Issue 2
pp. 159-342
(April-June 2007) - Volume 23, Issue 1
pp. 1-158
(January-March 2007) - Volume 22
- Volume 22, Issue 4
pp. 637-836
(October-December 2006) - Volume 22, Issue 3
pp. 413-636
(July-September 2006) - Volume 22, Issue 2
pp. 203-412
(April-June 2006) - Volume 22, Issue 1
pp. 1-202
(January-March 2006) - Volume 21
- Volume 21, Issue 4
pp. 623-808
(October-December 2005) - Volume 21, Issue 3
pp. 397-622
(July-September 2005) - Volume 21, Issue 2
pp. 199-396
(April-June 2005) - Volume 21, Issue 1
pp. i-vi,1-198,I-IV
(January-March 2005) - Volume 20
- Volume 20, Issue 4
pp. i-iv,523-754,I-IV
(October-December 2004) - Volume 20, Issue 3
pp. i-iv,375-522,I-IV,CO3-CO4
(July-September 2004) - Volume 20, Issue 2
pp. 169-374
(April-June 2004) - Volume 20, Issue 1
pp. i-vi,1-168,I-II
(January-March 2004) - Volume 19
- Volume 19, Issue 4
pp. 551-780
(October-December 2003) - Volume 19, Issue 3
pp. i-iv,339-548,I-IV
(July-September 2003) - Volume 19, Issue 2
pp. i-iv,161-338,I-II
(April-June 2003) - Volume 19, Issue 1
pp. i-vi,1-160,I-II
(January-March 2003) - Volume 18
- Volume 18, Issue 4
pp. 487-704
(October-December 2002) - Volume 18, Issue 3
pp. i-iv,319-486,I-IV
(July-September 2002) - Volume 18, Issue 2
pp. 163-318
(April-June 2002) - Volume 18, Issue 1
pp. 1-162
(January-March 2002) - Volume 17
- Volume 17, Issue 4
pp. 537-644
(October-December 2001) - Volume 17, Issue 3
pp. 329-536
(July-September 2001) - Volume 17, Issue 2
pp. 143-328
(April-June 2001) - Volume 17, Issue 1
pp. 1-142
(January-March 2001) - Volume 16
- Volume 16, Issue 4
pp. 433-540
(October-December 2000) - Volume 16, Issue 3
pp. 293-432
(July-September 2000) - Volume 16, Issue 2
pp. 147-292
(April-June 2000) - Volume 16, Issue 1
pp. 1-146
(January-March 2000) - Volume 15
- Volume 15, Issue 4
pp. 351-464
(October-December 1999) - Volume 15, Issue 3
pp. 227-350
(July-September 1999) - Volume 15, Issue 2
pp. 125-226
(April-January 1999) - Volume 15, Issue 1
pp. 1-124
(February-January 1999) - Volume 14
- Volume 14, Issue 4
pp. 433-544
(December-January 1998) - Volume 14, Issue 3
pp. 303-432
(September-January 1998) - Volume 14, Issue 2
pp. 157-304
(June-January 1998) - Volume 14, Issue 1
pp. 1-156
(March-January 1998) - Volume 13
- Volume 13, Issue 4
pp. 433-598
(December-February 1997) - Volume 13, Issue 3
pp. 303-431
(September-November 1997) - Volume 13, Issue 2
pp. 161-301
(June-August 1997) - Volume 13, Issue 1
pp. v,1-159
(March-May 1997) - Volume 12
- Volume 12, Issue 4
pp. 439-574
(December-February 1996) - Volume 12, Issue 3
pp. 325-438
(September-November 1996) - Volume 12, Issue 2
pp. 193-323
(June-August 1996) - Volume 12, Issue 1
pp. 1-191
(March-May 1996) - Volume 11
- Volume 11, Issue 4
pp. 501-610
(December-February 1995) - Volume 11, Issue 3
pp. 361-499
(September-November 1995) - Volume 11, Issue 2
pp. 197-359
(June-August 1995) - Volume 11, Issue 1
pp. v,1-196
(March-May 1995) - Volume 10
- Volume 10, Issue 4
pp. 491-653
(December-February 1994) - Volume 10, Issue 3
pp. 387-490
(November-January 1994) - Volume 10, Issue 2
pp. 181-386
(September-November 1994) - Volume 10, Issue 1
pp. 1-179
(June-August 1994) - Volume 9
- Volume 9, Issue 4
pp. 437-596
(December-February 1993) - Volume 9, Issue 3
pp. 295-435
(November-January 1993) - Volume 9, Issue 2
pp. 147-293
(August-October 1993) - Volume 9, Issue 1
pp. 1-145
(April-June 1993) - Volume 8
- Volume 8, Issue 4
pp. 543-662
(December-February 1992) - Volume 8, Issue 3
pp. 289-542
(November-January 1992) - Volume 8, Issue 2
pp. 135-287
(October-December 1992) - Volume 8, Issue 1
pp. 1-133
(June-August 1992) - Volume 7
- Volume 7, Issue 4
pp. 409-566
(March-May 1992) - Volume 7, Issue 3
pp. 257-408
(November-January 1991) - Volume 7, Issue 2
pp. 123-255
(August-October 1991) - Volume 7, Issue 1
pp. 1-122
(May-July 1991) - Volume 6
- Volume 6, Issue 4
pp. 449-596
(December-February 1990) - Volume 6, Issue 3
pp. 283-447
(October-December 1990) - Volume 6, Issue 2
pp. 149-282
(July-September 1990) - Volume 6, Issue 1
pp. 1-147
(1990) - Volume 5
- Volume 5, Issue 4
pp. 467-644
(1989) - Volume 5, Issue 3
pp. 303-465
(1989) - Volume 5, Issue 2
pp. 155-301
(1989) - Volume 5, Issue 1
pp. 1-153
(1989) - Volume 4
- Volume 4, Issue 4
pp. 515-637
(1988) - Volume 4, Issue 3
pp. 321-514
(1988) - Volume 4, Issue 2
pp. 171-319
(1988) - Volume 4, Issue 1
pp. 1-169
(1988) - Volume 3
- Volume 3, Issue 3-4
pp. 351-550
(1987) - Volume 3, Issue 2
pp. 187-350
(1987) - Volume 3, Issue 1
pp. 1-185
(1987) - Volume 2
- Volume 2, Issue 4
pp. 397-519
(1986) - Volume 2, Issue 3
pp. 257-395
(1986) - Volume 2, Issue 2
pp. 131-256
(1986) - Volume 2, Issue 1
pp. 1-130
(1986) - Volume 1
- Volume 1, Issue 4
pp. 309-321
(1985) - Volume 1, Issue 3
pp. 195-306
(1985) - Volume 1, Issue 2
pp. 81-193
(1985) - Volume 1, Issue 1
pp. 1-80
(1985)