Working Paper 8706 UNIVARIATE AND MULTIVARIATE ARIMA VERSUS VECTOR AUTOREGRESSION FORECASTING by Michae l L. Bagshaw Michae l L. Bagshaw i s a s t a t i s t i c a l a n a…
ch vil En Available online 9 March 2011 This manuscript was handled by Andras Bardossy, Editor-in-Chief, with the assistance of Purna Chandra Nayak, Associate Editor deli…