Essays about: "Box-Jenkins"

Showing result 11 - 14 of 14 essays containing the word Box-Jenkins.

1. 11. Forecast Comparison of Models Based on SARIMA and the Kalman Filter for Inflation

   University essay from Statistiska institutionen

   Author : Fredrik Nikolaisen Sävås; [2013]
   Keywords : Inflation; SARIMA model; Hyndman-Khandakar algorithm; State-Space models; Kalman filter; Forecast comparison; Diebold-Mariano test.;

   Abstract : Inflation is one of the most important macroeconomic variables. It is vital that policy makers receive accurate forecasts of inflation so that they can adjust their monetary policy to attain stability in the economy which has been shown to lead to economic growth. READ MORE

3. 12. MODELLING AND FORECASTING INFLATION RATES IN GHANA: AN APPLICATION OF SARIMA MODELS

   University essay from Statistik

   Author : ERIC AIDOO; [2010]
   Keywords : Ghana Inflation; Forecasting; Box-Jenkins Approach; SARIMA model; Unit Root test; ARCH–LM test; ADF test; HEGY test; Ljung-Box test;

   Abstract : Ghana faces a macroeconomic problem of inflation for a long period of time. The problem in somehow slows the economic growth in this country. As we all know, inflation is one of the major economic challenges facing most countries in the world especially those in African including Ghana. READ MORE

4. 13. On the Predictive Power of Layoffs and Vacancies : Can Advanced Notices of Dismissal and Vacancies Help Predict Unemployment? A Study of the Swedish Labor Market Between 1988 and 2010

   University essay from Nationalekonomiska institutionen

   Author : Johannes Hagen; [2010]
   Keywords : ARIMA; Granger causality; out-of-sample forecasting; predictive power;

   Abstract : The purpose of this paper is to investigate the predictive power of the variables advanced notice of dismissal (layoffs) and vacancies for the unemployment rate. Based on the Box Jenkins Methodology, the paper makes use of Granger causality and out-of-sample tests to compare the forecast performance of a naïve reference model and the two models extended to include either lagged values of layoffs or vacancies. READ MORE

5. 14. Robbing Peter to pay Paul? A Box Jenkins analysis of the future of the

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Blake Murray; [2007]
   Keywords : pension reform; UK pensions system; Box Jenkins methods; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : By isolating and forecasting the trend in two key variables this paper analyses the future plausibility of the current UK pensions system. Box Jenkins methods (1970, 1976, 1994) are applied to UK post-war government pensioner expenditure and population over 65. READ MORE