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Volumn 14, Issue 3, 1998, Pages 405-414

A model selection strategy for time series with increasing seasonal variation

Author keywords

Model selection strategy; Seasonal variation; Time series

Indexed keywords


EID: 0037915728     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0169-2070(98)00041-7     Document Type: Article
Times cited : (16)

References (20)
  • 1
    • 0002431412 scopus 로고
    • Forecast function implied by autoregressive integrated moving average models and other related forecasting procedures
    • Abraham, B., Ledolter, J., 1986. Forecast function implied by autoregressive integrated moving average models and other related forecasting procedures. International Statistical Review 54, 51-66.
    • (1986) International Statistical Review , vol.54 , pp. 51-66
    • Abraham, B.1    Ledolter, J.2
  • 4
    • 0010160457 scopus 로고
    • Seasonal unit roots in aggregate U.S. data
    • Beaulieu, J.J., Miron, J.A., 1993. Seasonal unit roots in aggregate U.S. data. Journal of Econometrics 55, 305-328.
    • (1993) Journal of Econometrics , vol.55 , pp. 305-328
    • Beaulieu, J.J.1    Miron, J.A.2
  • 7
    • 84979419357 scopus 로고
    • Forecasting time series with increasing seasonal variation
    • Bowerman, B.L., Koehler, A.B., Pack, D.J., 1990. Forecasting time series with increasing seasonal variation. Journal of Forecasting 9, 419-436.
    • (1990) Journal of Forecasting , vol.9 , pp. 419-436
    • Bowerman, B.L.1    Koehler, A.B.2    Pack, D.J.3
  • 12
    • 0000962885 scopus 로고
    • Seasonality, nonstationarity and the forecasting of monthly time series
    • Franses, P.H., 1991. Seasonality, nonstationarity and the forecasting of monthly time series. International Journal of Forecasting 7, 199-208.
    • (1991) International Journal of Forecasting , vol.7 , pp. 199-208
    • Franses, P.H.1
  • 13
    • 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
  • 15
    • 84984426556 scopus 로고
    • The accuracy of extra-polation (time series) methods: Results of a forecasting competition
    • Makridakis, S., Andersen, A., Carbone, R., et al., 1982. The accuracy of extra-polation (time series) methods: results of a forecasting competition. Journal of Forecasting 1, 111-153.
    • (1982) Journal of Forecasting , vol.1 , pp. 111-153
    • Makridakis, S.1    Andersen, A.2    Carbone, R.3
  • 16
    • 84984426748 scopus 로고
    • General exponential smoothing and the equivalent ARMA process
    • McKenzie, E., 1984. General exponential smoothing and the equivalent ARMA process. Journal of Forecasting 3, 333-344.
    • (1984) Journal of Forecasting , vol.3 , pp. 333-344
    • McKenzie, E.1
  • 17
    • 38249016766 scopus 로고
    • A survey of seasonality in UK macroeconomic variables
    • Osborn, D.R., 1990. A survey of seasonality in UK macroeconomic variables. International Journal of Forecasting 6, 327-336.
    • (1990) International Journal of Forecasting , vol.6 , pp. 327-336
    • Osborn, D.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.