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	Provedor de dados AgEcon (1) Autor Colino, Evelyn V. (1) Garcia, Philip (1) Irwin, Scott H. (1) Palavra-chave Agribusiness (1) Agricultural Finance (1) Financial Economics (1) Forecast combination (1) Futures (1) Livestock Production/Industries (1) Marketing (1) Out-of-sample (1) Outlook (1) Research Methods/ Statistical Methods (1) Time-series (1) Mais... Tipo do documento Conference Paper or Presentation (1) Ano 2009 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? AgEcon Colino, Evelyn V.; Irwin, Scott H.; Garcia, Philip. This paper investigates whether the accuracy of outlook hog price forecasts can be improved using composite forecasts in an out-of-sample context. Price forecasts from four wellrecognized outlook programs are combined with futures-based forecasts, ARIMA, and unrestricted Vector Autoregressive (VAR) models. Quarterly data are available from 1975.I through 2007.IV, which allow for a relatively long out-of-sample evaluation period after permitting model specification and appropriate composite-weight training periods. Results show that futures and numerous composite procedures outperform outlook forecasts. At intermediate horizons, OLS composite procedures perform rather well. The superiority of futures and composite forecasts decreases at longer horizons... Tipo: Conference Paper or Presentation Palavras-chave: Forecast combination; Outlook; Futures; Time-series; Out-of-sample; Agribusiness; Agricultural Finance; Financial Economics; Livestock Production/Industries; Marketing; Research Methods/ Statistical Methods. Ano: 2009 URL: http://purl.umn.edu/53052 Registros recuperados: 1 Primeira ... 1 ... Última

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