Forecasting the steel product prices with the ARIMA model

Name: Forecasting the steel product prices with the ARIMA model
Brand: Vita e Pensiero
Availability: OnlineOnly

digital

Article

Magazine

STATISTICA & APPLICAZIONI

Section

Open Access

Title

Forecasting the steel product prices with the ARIMA model

Authors

Maurizio Carpita, Paola Zola

Publisher

Vita e Pensiero

Format

Article |

Pdf

Pages

Online from

04-2017

Issn

1824-6672 (print) | 2283-6659 (digital)

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Description Readers' comments

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.

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