Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/53796| Title: | An Automated Procedure Of Indentifying SARIMA Models For Macroeconomic Time Series |
| Authors: | Kravtsov, M. K. Luka, Yu. Z. Podkopaev, D. P. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2003 |
| Publisher: | Минск, БГУ |
| Abstract: | An automated procedure of building the best SARIMA model for a given time series is developed and implemented. Adjusted mean squared error of one-step-ahead forecast, mean absolute percentage value and mean relative range of confidence intervals are chosen as selec¬tion criteria. Short-term and mid-term forecasts of some indicators of the commodity-producing sector of Belorussian economy are built. |
| URI: | http://elib.bsu.by/handle/123456789/53796 |
| Appears in Collections: | Chapter 2. STATISTICAL PATTERN RECOGNITION AND DATA ANALYSIS |
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