?url_ver=Z39.88-2004&rft_id=10.2139%2Fssrn.1368675&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=http%3A%2F%2Feprints.imtlucca.it%2F1627%2F&rft.title=ARIMA+and+Neural+Networks%3A+An+Application+to+the+Real+GNP+Growth+Rate+and+the+Unemployment+Rate+of+U.S.A.&rft.creator=Giovanis%2C+Eleftherios&rft.subject=E151+United+States+(General)&rft.subject=HA+Statistics&rft.subject=HD+Industries.+Land+use.+Labor&rft.description=This+paper+examines+the+estimation+and+forecasting+performance+of+ARIMA+models+in+comparison+with+some+of+the+most+popular+and+common+models+of+neural+networks.+Specifically+we+provide+the+estimation+results+of+AR-GRNN+(Generalized+regression+neural+networks)+and+the+AR-RBF+(Radial+basis+function).+We+show+that+neural+networks+models+outperform+the+ARIMA+forecasting.+We+found+that+the+best+model+in+the+case+of+real+US+GNP+is+the+AR-GRNN+and+for+US+unemployment+rate+is+the+AR-MLP.+&rft.date=2009-03&rft.type=Working+Paper&rft.type=NonPeerReviewed&rft.identifier=++Giovanis%2C+Eleftherios++ARIMA+and+Neural+Networks%3A+An+Application+to+the+Real+GNP+Growth+Rate+and+the+Unemployment+Rate+of+U.S.A.++Working+Paper++%23+%2F2009++++++++++&rft.relation=http%3A%2F%2Fssrn.com%2Fabstract%3D1368675&rft.relation=10.2139%2Fssrn.1368675