Getting Back on Track: Forecasting After Extreme Observations

Published: 26 August 2025| Version 1 | DOI: 10.17632/frxngjkn2x.1
Contributors:
,
, Takamitsu Kurita

Description

This package provides a detailed account of the data and code used to replicate the results in the paper ``Getting Back on Track: Forecasting After Extreme Observations'' by Pål Boug, Håvard Hungnes and Takamitsu Kurita.

Files

Steps to reproduce

Please see the ReadMe.pdf file!

Categories

Cointegration, Model Selection, Demand Forecasting, Outlier, Vector Autoregression

Funders

Licence