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Erscheinungsjahr: 
2015
Quellenangabe: 
[Journal:] Atlantic Review of Economics [ISSN:] 2174-3835 [Volume:] 2 [Publisher:] Colegio de Economistas de A Coruña [Place:] A Coruña [Year:] 2015 [Pages:] 1-19
Verlag: 
Colegio de Economistas de A Coruña, A Coruña
Zusammenfassung: 
This paper seeks to enhance forecast accuracy by combining three individual forecasting models. These models include: the Autoregressive Integrated Moving Average model (ARIMA), the Generalized Autoregressive Conditional Heteroscedastic model (GARCH), and the Census X11 model. Applied to the Moroccan coastal fish production, the empirical results show that in terms of predictive ability the composite model outperforms the individual forecasting models. In addition, the results reveal that the forecast accuracy gains arising from combining the individual forecasts range from nearly 8% to over 95%.
Schlagwörter: 
forecasting
composite model
fish production
JEL: 
C53
C59
Q22
Dokumentart: 
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