An Application of Vector Time Series Techniques to Macroeconomic Forecasting
通过实例说明，在宏观经济预测中，随意选择时间序列技术可能导致次优结果，因此选择合适的技术很重要。
A wide variety of time series techniques are now used for generating forecasts of economic variables, with each technique attempting to summarize and exploit whatever regularities exist in a given data set. It appears that many researchers arbitrarily choose one of these techniques. The purpose of this article is to provide an example for which the choice of time series technique appears important; merely choosing arbitrarily among available techniques may lead to suboptimal results.