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Volumn 13, Issue 3, 1997, Pages 421-431

Performance of periodic error correction models in forecasting consumption data

Author keywords

Error correction; Forecasting; Periodic models; Seasonality

Indexed keywords


EID: 0031232281     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(97)00028-9     Document Type: Article
Times cited : (9)

References (20)
  • 10
    • 0029484108 scopus 로고
    • Seasonally and stochastic trends in german consumption and income, 1960.1-1987.4
    • Franses, P.H., Paap, R., 1995. Seasonally and stochastic trends in German consumption and income, 1960.1-1987.4. Empirical Economics 20, 109-132.
    • (1995) Empirical Economics , vol.20 , pp. 109-132
    • Franses, P.H.1    Paap, R.2
  • 11
    • 38149147786 scopus 로고
    • Testing for unit roots in seasonal time series
    • Ghysels, E., Lee, H.S., Noh, J., 1994. Testing for unit roots in seasonal time series. Journal of Econometrics 62, 415-442.
    • (1994) Journal of Econometrics , vol.62 , pp. 415-442
    • Ghysels, E.1    Lee, H.S.2    Noh, J.3
  • 14
    • 0010914398 scopus 로고
    • Testing for time varying parameters in vector-autoregressive models
    • Griffiths, W.E., Lütkepohl, H., Bock, M.E. (Eds.). North-Holland, Amsterdam
    • Lütkepohl, H., 1992. Testing for time varying parameters in vector-autoregressive models. In: Griffiths, W.E., Lütkepohl, H., Bock, M.E. (Eds.), Readings in Econometric Theory and Practice. North-Holland, Amsterdam), pp. 243-264.
    • (1992) Readings in Econometric Theory and Practice , pp. 243-264
    • Lütkepohl, H.1
  • 15
    • 44949279807 scopus 로고
    • The implications of periodically varying coefficients for seasonal time series processes
    • Osborn, D.R., 1991. The implications of periodically varying coefficients for seasonal time series processes. Journal of Econometrics 28, 373-384.
    • (1991) Journal of Econometrics , vol.28 , pp. 373-384
    • Osborn, D.R.1
  • 17
    • 84952507417 scopus 로고
    • The performance of periodic autoregressive models in forecasting seasonal U.K. Consumption
    • Osborn, D.R., Smith, J.P., 1989. The performance of periodic autoregressive models in forecasting seasonal U.K. consumption. Journal of Business and Economic Statistics 7, 117-127.
    • (1989) Journal of Business and Economic Statistics , vol.7 , pp. 117-127
    • Osborn, D.R.1    Smith, J.P.2
  • 18
    • 0000056141 scopus 로고
    • On periodic and multiple autoregression
    • Pagano, M., 1978. On periodic and multiple autoregression. The Annals of Statistics 6, 1310-1317.
    • (1978) The Annals of Statistics , vol.6 , pp. 1310-1317
    • Pagano, M.1
  • 20
    • 77956888888 scopus 로고
    • Hidden periodic autoregressive moving average models in time series data
    • Tiao, G.C., Grupe, M.R., 1980. Hidden periodic autoregressive moving average models in time series data. Biometrika 67, 365-373.
    • (1980) Biometrika , vol.67 , pp. 365-373
    • Tiao, G.C.1    Grupe, M.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.