A Post-Sample Diagnostic Test for a Time Services Model

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.

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Year of publication:	1976
Authors:	Bhattacharyya, M. N. ; Andersen, A. P.
Published in:	Australian Journal of Management. - Australian School of Business. - Vol. 1.1976, 1, p. 33-56
Publisher:	Australian School of Business
Subject:	BOX-JENKINS MODELS \| POST-SAMPLE DIAGNOSTIC TEST

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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