EVALUATION OF FORECAST COMBINATION METHODS: A CASE STUDY FOR TEHRAN HOUSE PRICE

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ATRIANFAR H.; BARAKCHIAN S.M.; FATEMI ARDESTANI S.F.

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Journal Paper

Paper Information

Journal: JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN Year:2013 | Volume:2 | Issue:6 Page(s): 119-136

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Title

EVALUATION OF FORECAST COMBINATION METHODS: A CASE STUDY FOR TEHRAN HOUSE PRICE

Author(s)

ATRIANFAR H. | BARAKCHIAN S.M. | FATEMI ARDESTANI S.F. | Issue Writer Certificate

Keywords

FORECAST COMBINATIONQ1

FORECAST EVALUATIONQ2

HOUSE PRICEQ2

AUTO REGRESSIVE DISTRIBUTED LAG MODELQ2

Abstract

In this study, the information content of diverse range of economic variables for Tehran HOUSE PRICE forecast has been examined and then the performance of some FORECAST COMBINATION methods for this target variable has been evaluated. The results show that using the information of various variables through FORECAST COMBINATION techniques can improve the forecast accuracy. Among these techniques, simple combination methods are more accurate than the optimal weight methods although latter has theoretical background. Also, in general, putting more emphasis on the recent forecasts (in the discounted squared error methods) and less information aggregation (in clustering methods) can improve forecast accuracy. On the other hand, shrinking weights toward the equal weights (in shrinkage methods) can improve forecast performance through reducing estimation error.

Cites

MODELING VOLATILITY HOUSING PRICE IN IRAN AND PREDICTED FLUCTUATIONS PRICE APPLICATION OF FAMILY PATTERNS ARCH

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APA: Copy

ATRIANFAR, H., BARAKCHIAN, S.M., & FATEMI ARDESTANI, S.F.. (2013). EVALUATION OF FORECAST COMBINATION METHODS: A CASE STUDY FOR TEHRAN HOUSE PRICE. JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN, 2(6), 119-136. SID. https://sid.ir/paper/226562/en

Vancouver: Copy

ATRIANFAR H., BARAKCHIAN S.M., FATEMI ARDESTANI S.F.. EVALUATION OF FORECAST COMBINATION METHODS: A CASE STUDY FOR TEHRAN HOUSE PRICE. JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN[Internet]. 2013;2(6):119-136. Available from: https://sid.ir/paper/226562/en

IEEE: Copy

H. ATRIANFAR, S.M. BARAKCHIAN, and S.F. FATEMI ARDESTANI, “EVALUATION OF FORECAST COMBINATION METHODS: A CASE STUDY FOR TEHRAN HOUSE PRICE,” JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN, vol. 2, no. 6, pp. 119–136, 2013, [Online]. Available: https://sid.ir/paper/226562/en

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