Seasonal Time Series and Transfer Function Modeling
Bibliographic Data
| ID | 19420105 |
|---|---|
| Authors | Bovas Abraham (University of Waterloo, corresponding author) |
| Year | 1985 |
| Volume | 3 |
| Issue | 4 |
| Pages | 356-361 |
| Publication date | 1985-10-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | Journal of Business and Economic Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0735-0015 • E-ISSN: 1537-2707 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1080/07350015.1985.10509469 |
| OpenAlex | W2071002576 |
| Language | EN |
| References cited | 5 |
A simple modification is suggested for the construction of transfer function models relating an output variable Yt to an input variable Xt when the model for Xt contains operators that cancel out. In addition, the evaluation of transfer function models is discussed by comparing the forecasts with the actual observations
Econometrics · Mathematical analysis · Statistics · Time series · Transfer function · Computer Science · Engineering · Forecasting Techniques and Applications · Mathematics · Applied Mathematics · Geology
| Citation velocity | historical |
|---|---|
| Highly cited | No |