Forecasting on the Basis of "Parsimonious" Hierarchical Models

• Autorzy: Maria Szmuksta-Zawadzka , Jan Zawadzki
• Języki publikacji: EN

Abstrakty

EN

The subject of this paper, as mentioned before, is the application of "parsimonious" regular hierarchic models for the description and forecasting of economic variables with seasonal fluctuations. A hierarchical "parsimonious" model is the one in which the number of statistically significant parameters are fewer than the sum of divisors of cycle fluctuation length m deducted by the number of hierarchy levels.(fragment of text)

Słowa kluczowe

EN

Forecasting; Forecasting models; Econometric forecasts; Economic variables

PL

Prognozowanie; Modele prognostyczne; Prognozy ekonometryczne; Zmienne ekonomiczne

• Czasopismo: Dynamic Econometric Models
• Rocznik: 2006
• Tom: 7
• Strony: 37--48

Twórcy

autor

Maria Szmuksta-Zawadzka

• Szczecin University of Technology, Poland

autor

Jan Zawadzki

• Agricultural University of Szczecin

Bibliografia

• Szmuksta-Zawadzka, M., Zawadzki, J., (2000), On Hierarchic Models of Time Series with Seasonal Fluctuation, Dynamic Econometric Models, vol. 4, UMK, Toruń.