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Forecasting the steel product prices with the ARIMA model

digital Forecasting the steel product prices with the ARIMA model
Article
journal STATISTICA & APPLICAZIONI
issue STATISTICA & APPLICAZIONI - 2016 - 1
title Forecasting the steel product prices with the ARIMA model
authors
publisher Vita e Pensiero
format Article | Pdf
online since 04-2017
issn 18246672 (print)
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The following paper describes the results of the forecast activity applied on steel prices time series, the method used in this analysis is a rolling window ARIMA regression. The forecast activity is built on prices time series that have been collected by anonymous weekly surveys sent to a sample of steel Italian operators. This pricing collection activity officially started in 2012 thanks to a tight cooperation between DMS stat Lab and Siderweb. After a short introduction, the statistical approach used for the forecast is deeply described and the time series of the four steel product prices considered in this analysis are introduced; then, the result of the forecasting exercise is presented together with final conclusion in the end of this paper.