The Problem of the SARIMA Model Selection for the Forecasting Purpose
The goal of the work is to assess the ability to identify the proper models for the time series generated by SARIMA processes with different parameter values and to analyze the accuracy of the forecasts based on the selected models. The work is based on the simulation study. To this end, a new autom...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Czech Statistical Office
2017-12-01
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| Series: | Statistika: Statistics and Economy Journal |
| Subjects: | |
| Online Access: | https://www.czso.cz/documents/10180/45606529/32019717q4025.pdf/789389d1-539e-41da-8d41-56bd5e8573be?version=1.0 |