Forecasting Based on Hierarchic Models of Time Series with Changing Seasonality

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

Abstrakty

EN

Process of building hierarchic models for changing seasonality is similar to the modelling of constant or relatively constant seasonality. A number of models for a defined type of variation (e.g. linear) is equal to the number of permutations and permutations with repetitions of divisors of fluctuation cycle length. The divisors fulfil the following requirements: they are not less than two and not greater than half of the fluctuation cycle and their product is equal to the length of the cycle.(fragment of text)

Słowa kluczowe

EN

Forecasting; Time-series; Econometric models; Seasonal character

PL

Prognozowanie; Szeregi czasowe; Modele ekonometryczne; Sezonowość

• Czasopismo: Dynamic Econometric Models
• Rocznik: 2002
• Tom: 5
• Strony: 15--23

Twórcy

autor

Maria Szmuksta-Zawadzka

• Szczecin University of Technology, Poland

autor

Jan Zawadzki

• Agricultural University of Szczecin

Bibliografia

• Box, G.E.P., Jenkins, G.M. (1983), Analiza szeregów czasowych. Prognozowanie i sterowanie, PWE Warszawa.
• Steczkowski, J., Zeliaś, A. (1982), Variance and covariance analysis in economical investigation (in Polish), PWN, Warszawa.
• Szmuksta-Zawadzka, M., Zawadzki, J. (2000), On hierarchic models of time series with seasonal fluctuations, in Dynamic Econometric Models, vol. 4, Nicholas Copernicus University Press, Toruń, pp. 25-30.