Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9663912 | European Journal of Operational Research | 2005 | 11 Pages |
Abstract
Daily data from 3rd January 1995 to 29th December 2000 are used for estimation providing 1473 observations. The final models are tested by comparing their forecast performance for 2001 (244 observations) with various models, which do not include calendar effects. The conclusion is that the inclusion of calendar effects improves the forecast accuracy.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Ken Holden, John Thompson, Yuphin Ruangrit,