A Post-Sample Diagnostic Test for a Time Services Model

Bhattacharyya M.N. and Andersen A.P. (1976) A Post-Sample Diagnostic Test for a Time Services Model. Australian Journal of Management, 1 1: 33-56. doi:10.1177/031289627600100102


Author Bhattacharyya M.N.
Andersen A.P.
Title A Post-Sample Diagnostic Test for a Time Services Model
Journal name Australian Journal of Management   Check publisher's open access policy
ISSN 1327-2020
Publication date 1976-01-01
Sub-type Article (original research)
DOI 10.1177/031289627600100102
Volume 1
Issue 1
Start page 33
End page 56
Total pages 24
Subject 1400 Business, Management and Accounting
Abstract 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.
Keyword BOX-JENKINS MODELS
POST-SAMPLE DIAGNOSTIC TEST
Q-Index Code C1
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collection: Scopus Import - Archived
 
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Created: Tue, 13 Sep 2016, 14:36:24 EST by System User