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Luisa Bisaglia and Margherita Gerolimetto
 
''Forecasting integer autoregressive processes of order 1: are simple AR competitive?''
( 2015, Vol. 35 No.3 )
 
 
In this work we want to clarify, via a Monte Carlo experiment, if (and when) for an integer-valued time series it is really recommended to adopt the coherent forecasting methods from INAR models or if equivalently good predictions can be obtained from the simpler AR models. Results show that INAR models should be preferred.
 
 
Keywords: Integer Autoregressive models, Forecasting
JEL: C1 - Econometric and Statistical Methods: General
 
Manuscript Received : Feb 25 2015 Manuscript Accepted : Jul 24 2015

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