Cyclic Properties and Predictivity
نویسندگان
چکیده
Changes in prices of metals in London Metal Exchange during the last ten years are analyzed, to check possibilities of their forecasting in medium-term horizon (from 1 month to 1 year ahead). The predictions based on extrapolation of linear trends and cyclic components are proposed. It is shown that a cycle period can be selected by analysis of rolling Fourier spectra of the series. The prediction errors in 1, 3, 6, 9 and 12 month ahead, related to the last two years data, are shown and discussed.
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تاریخ انتشار 2010