Search Results - subject:"ARIMA Models"

Intervention Time Series Analysis of Crime Rates

Sridharan, Sanjeev; Vujic, Suncica; Koopman, Siem Jan - 2003

The Commonwealth of Virginia abolished parole and reformed sentencing for all felony of-fenders committed on or after January 1, 1995. We examine the impact of this legislationon reported crime rates using different time series approaches. In particular, structuraltime series models are...

Persistent link: https://www.econbiz.de/10010324958

Intervention Time Series Analysis of Crime Rates

Sridharan, Sanjeev; Vujic, Suncica; Koopman, Siem Jan - Tinbergen Institute - 2003

particular, structural time series models are considered as an alternative to the Box-Jenkins ARIMA models that form the standard …

Persistent link: https://www.econbiz.de/10005144497

Intervention Time Series Analysis of Crime Rates

Sridharan, Sanjeev; Vujic, Suncica; Koopman, Siem Jan - Tinbergen Instituut - 2003

Persistent link: https://www.econbiz.de/10011256498

Intervention time series analysis of crime rates

Sridharan, Sanjeev; Vujić, Sunčica; Koopman, Siem Jan - 2003

Persistent link: https://www.econbiz.de/10011333897

The Impact of the EU–US Open Skies Agreement and the Resulting British Airway's Open Skies Initiative: Passenger Numbers in London, Amsterdam and Paris

Pitfield, David - In: Spatial Economic Analysis 6 (2011) 2, pp. 185-197

Abstract The advent of the EU–US Open Skies Agreement has been widely anticipated. A number of consequences have been predicted, for example, impacts on fares, passenger volumes, choice and consumer welfare. Airline costs are also predicted to fall as a result of increased competitiveness and...

Persistent link: https://www.econbiz.de/10009226618

Exploring Survey-Based Inflation Forecasts

Gil-Alana, Luis; Moreno, Antonio; Gracia, Fernando Pérez de - School of Economics and Business Administration, … - 2011

This paper first shows that survey-based expectations (SBE) outperform standard time series models in U.S. quarterly inflation out-of-sample prediction and that the term structure of survey-based inflation forecasts has predictive power over the path of future inflation changes. It then proposes...

Persistent link: https://www.econbiz.de/10010612047

Forecasting Austrian HICP and its Components using VAR and ARIMA Models

Fritzer, Friedrich; Moser, Gabriel; Scharler, Johann - 2002

The purpose of this paper is to evaluate the performance of VAR and ARIMA models to forecast Austrian HICP inflation … out-of-sample forecasting error. The main findings are twofold. First, VAR models outperform the ARIMA models in terms of …

Persistent link: https://www.econbiz.de/10013369990

Working Paper 73

Moser, Gabriel; Scharler, Johann; Fritzer, Friedrich - Oesterreichische Nationalbank - 2002

Persistent link: https://www.econbiz.de/10010727794

A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered

Kaiser, Regina; Maravall, Agustín - Banco de España - 2002

The Hodrick-Prescott filter applied to seasonally adjusted series has become a paradigm for business-cycle estimation at many economic agencies and institutions. We show that the filter can be obtained from MMSE estimation of the components in an unobserved component model, where the original...

Persistent link: https://www.econbiz.de/10004980990

An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation

Maravall, Agustín - Banco de España - 2002

Programs TRAMO and SEATS, that contain an ARIMA-model-based methodology, are applied for seasonal adjustment and trend-cycle estimation of the exports, imports, and balance of trade Japanese series. The programs are used in an automatic mode, and the results are found satisfactory. It is shown...

Persistent link: https://www.econbiz.de/10004981017