|
1. |
Forecasting with an econometric model: The ‘ragged edge’ problem |
|
Journal of Forecasting,
Volume 5,
Issue 1,
1986,
Page 1-13
Kenneth F. Wallis,
Preview
|
PDF (812KB)
|
|
摘要:
AbstractIn practical econometric forecasting exercises, incomplete data on current and immediate past values of endogenous variables are available. This paper considers various approaches to this ‘ragged edge’ problem, including the common device of treating as ‘temporarily exogenous’ an endogenous variable whose value is known, by deleting it from the set of endogenous variables for whose forecast values the model is solved and suppressing the corresponding structural equation. It is seen that this forecast can be adjusted to coincide with the optimal forecast. The initial discussion concerns the textbook linear simultaneous equation model; extensions to non‐linear dynamic models are
ISSN:0277-6693
DOI:10.1002/for.3980050102
出版商:John Wiley&Sons, Ltd.
年代:1986
数据来源: WILEY
|
2. |
Integrating time‐series and end‐use methods to forecast electricity sales |
|
Journal of Forecasting,
Volume 5,
Issue 1,
1986,
Page 15-30
Edward B. Fischler,
Robert F. Nelson,
Preview
|
PDF (842KB)
|
|
摘要:
AbstractTwo types of forecasting methods have been receiving increasing attention by electric utility forecasters. The first type, called end‐use forecasting, is recognized as an approach which is well suited for forecasting during periods characterized by technological change. The method is straightforward. The stock levels of energy‐consuming equipment are forecast, as well as the energy consumption characteristics of the equipment. The final forecast is the product of the stock and usage characteristics.This approach is well suited to forecasting long time periods when technological change, equipment depletion and replacement, and other structural changes are evident. For time periods of shorter duration, these factors are static and variations are more likely to result from shocks to the environment. The shocks influence the usage of the equipment. A second forecasting approach using time‐series analysis has been demonstrated to be superior for these applications.This paper discusses the integration of the two methods into a unified system. The result is a time‐series model whose parameter effects become dynamic in character. An example of the models being used at the Georgia Power Company is presented. It is demonstrated that a time‐series model which incorporates end‐use stock and usage information is superior—even in short‐term forecasting situations—to a similar time‐series model which exclu
ISSN:0277-6693
DOI:10.1002/for.3980050103
出版商:John Wiley&Sons, Ltd.
年代:1986
数据来源: WILEY
|
3. |
Linear constraints and the efficiency of combined forecasts |
|
Journal of Forecasting,
Volume 5,
Issue 1,
1986,
Page 31-38
Robert T. Clemen,
Preview
|
PDF (436KB)
|
|
摘要:
AbstractStudies of combined forecasts have typically constrained the combining weights to sum to one and have not included a constant term in the combination. In a recent paper, Granger and Ramanathan (1984) have argued in favour of an unrestricted linear combination, including a constant term. This paper shows that for the purpose of prediction it may make sense to impose restrictions on the combining model because of potential increases in forecasting efficiency. Empirical results show that small gains in forecasting efficiency can be obtained by restricting the linear combination of GNP forecasts from four econometric models.
ISSN:0277-6693
DOI:10.1002/for.3980050104
出版商:John Wiley&Sons, Ltd.
年代:1986
数据来源: WILEY
|
4. |
Forecasting donors and donations |
|
Journal of Forecasting,
Volume 5,
Issue 1,
1986,
Page 39-55
Mark Britto,
Robert M. Oliver,
Preview
|
PDF (812KB)
|
|
摘要:
AbstractThe authors propose and evaluate a statistical model to make forecasts of donors, gifts and cumulative private donations to an educational fund. Within‐season forecasts and confidence intervals are based on binomial counts of donors and a compound Poisson distribution for cumulative donations. Forecasts for the 1984‐1985 fiscal year are based on data obtained in the previous two years. The effects of different promotional campaigns are stud
ISSN:0277-6693
DOI:10.1002/for.3980050105
出版商:John Wiley&Sons, Ltd.
年代:1986
数据来源: WILEY
|
5. |
Forecasting capacity and capacity utilization in the U.S. aerospace industry |
|
Journal of Forecasting,
Volume 5,
Issue 1,
1986,
Page 57-67
Wlllls R. Greer,
Shu S. Liao,
Preview
|
PDF (593KB)
|
|
摘要:
AbstractThe forecasting of capacity and its utilization is particularly relevant in the aerospace industry because of long product delivery lead‐times and the forward‐pricing system. The objective of this paper is to develop a method for forecasting both the industry's capacity and its capacity utilization so that decision makers who must rely on this information may have policy guidance. The result shows that the aerospace industry's capacity expansion rate is closely tied to its present and recent past state of capacity utilization, and to anticipated changes in output. Output, in turn, can be predicted by using Five Year Defense Plans data and information on the cyclical nature of commercial business. Based on these findings, we were able to build an accurate model for forecasting aerospace industry capacity utilizat
ISSN:0277-6693
DOI:10.1002/for.3980050106
出版商:John Wiley&Sons, Ltd.
年代:1986
数据来源: WILEY
|
6. |
Note the use of growth curves in forecasting market development |
|
Journal of Forecasting,
Volume 5,
Issue 1,
1986,
Page 69-71
Ian McGowan,
Preview
|
PDF (150KB)
|
|
摘要:
AbstractIn this note the four‐parameter generalized logistic curve is introduced and some of its properties are discussed. The curve is then fitted to certain data sets. The results indicate that the generalized logistic can be a worthwhile alternative to the more familiar logistic and Gompertz curve
ISSN:0277-6693
DOI:10.1002/for.3980050107
出版商:John Wiley&Sons, Ltd.
年代:1986
数据来源: WILEY
|
7. |
Software Reviews |
|
Journal of Forecasting,
Volume 5,
Issue 1,
1986,
Page 73-73
Preview
|
PDF (67KB)
|
|
ISSN:0277-6693
DOI:10.1002/for.3980050108
出版商:John Wiley&Sons, Ltd.
年代:1986
数据来源: WILEY
|
8. |
Mainframe specific purpose forecasting software: A survey |
|
Journal of Forecasting,
Volume 5,
Issue 1,
1986,
Page 75-83
Essam Mahmoud,
Gillian Rice,
Victor E. McGee,
Chris Beaumont,
Preview
|
PDF (368KB)
|
|
ISSN:0277-6693
DOI:10.1002/for.3980050109
出版商:John Wiley&Sons, Ltd.
年代:1986
数据来源: WILEY
|
9. |
Masthead |
|
Journal of Forecasting,
Volume 5,
Issue 1,
1986,
Page -
Preview
|
PDF (83KB)
|
|
ISSN:0277-6693
DOI:10.1002/for.3980050101
出版商:John Wiley&Sons, Ltd.
年代:1986
数据来源: WILEY
|
|