Title:

Application of descriptive models to forecasting seasonal time series with gaps

Group publication title:

Ekonometria = Econometrics

Title in english:

Prognozowanie brakujących danych sezonowych z wykorzystaniem modeli przyczynowo-opisowych

Creator:

Oesterreich, Maciej

Subject and Keywords:

forecasting of missing data ; descriptive models ; systematic gaps

Description:

Ekonometria = Econometrics, 2015, Nr 1 (47), s. 68-77

Abstrakt:

In this paper were presented the results of the application of quasi-simulation methods to analysis the impact of the occurrence of systematic gaps on the accuracy of inter and extrapolative forecasts for time series with seasonal fluctuations. Forecasts were built on the basis of predictors based on descriptive models with seasonally changing parameters. Theoretical considerations will be illustrated by the empirical example. The models estimation and construction of inter- and extrapolative forecasts were done with R and Statistica 10

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2015

Resource Type:

artykuł

Format:

application/pdf

Resource Identifier:

doi:10.15611/ekt.2015.1.05

Language:

eng

Relation:

Ekonometria = Econometrics, 2015, Nr 1 (47)

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich w zakresie dozwolonego użytku

Location:

Uniwersytet Ekonomiczny we Wrocławiu