forecastingmethods have no advantage over linear methods in out-of-sample
forecasting for time series sampled on a weekly basis. These results can mean that either the original series have linear
dynamics, the test statistics for distinguishing linear from nonlinear behaviour do not have the power to detect the
kind of nonlinearity present, or the process is nonlinear but the sampling is inadequate to represent the dynamics. We
suggest that further studies should apply similar techniques to more frequently sampled data.