Affiliation:
1. University of Queensland. We acknowledge the kind suggestions and encouragement of C.W.J. Granger (University of California-San Diego) and P. Newbold (University of Nottingham); and computational assistance of G. Dengate.
Abstract
A post-sample diagnostic test for judging the temporal stability of the Box-Jenkins time series models has been developed. The proposed test is based on the stochastic properties of the errors of the forecasts, at different leads, made from the same origin. Its application has been demonstrated in the analysis of a time series consisting of the monthly demand for in-place telephone services in Australia. An important alternative use of the test has also been indicated.
Subject
General Business, Management and Accounting
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献