P H J Todd

Biographic Data

ID8920426
NAMEP H J Todd
GIVEN NAMESP H J
FAMILY NAMETodd
SIGNATURETODD P H J
AFFILIATIONSHis Majesty's Treasury
VERIFIEDNo
TOTAL WORKS2
TOTAL CITATIONS0
AUTHOR COUNT2
EDITOR COUNT0
FIRST PUBLICATION YEAR1983
LATEST PUBLICATION YEAR1983
H-INDEX0

  • Forecasting Economic Time Series With Structural and Box-Jenkins Models

    Andrew Harvey, A C Harvey et al.ARTICLEJournal of Business and Economic…1983

    The basic structural model is a univariate time series model consisting of a slowly changing trend component, a slowly changing seasonal component, and a random irregular component. It is part of a class of models that have a number of advantages over the seasonal ARIMA models adopted by Box and Jenkins (1976). This article reports the results of an exercise in which the basic structural model was estimated for six U.K. macroeconomic time series …

  • [Forecasting Economic Time Series with Structural and Box-Jenkins Models

    A C Harvey, P H J ToddARTICLEJournal of Business and Economic…1983

    A. C. Harvey, P. H. J. Todd, [Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study]: Response, Journal of Business & Economic Statistics, Vol. 1, No. 4 (Oct., 1983), pp. 313-315