Abstract: In this paper we present a Adaptive Neuro-Fuzzy
System (ANFIS) with inputs the lagged dependent variable for the
prediction of Gross domestic Product growth rate in six countries.
We compare the results with those of Autoregressive (AR) model.
We conclude that the forecasting performance of neuro-fuzzy-system
in the out-of-sample period is much more superior and can be a very
useful alternative tool used by the national statistical services and the
banking and finance industry.