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The chatfield-prothero case study: Another look |
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| Authors: | Adi Raveh |
| Abstract: | The Chatfield-Prothero case study in time series, ‘Sales of a company X’, is analysed from a perspective different to that of the authors. More accurate forecasting performance for these data is obtained by adopting the following two tactics: (1) shifting from a problem in transformation of the original series to one of seasonality adjustment; (2) assuming a mixed seasonality type model in contrast to employing a multiplicative assumption. |
| Keywords: | Comparative methods— seasonality Seasonality— estimation least polytone analysis (LPA) X-11 Seasonality— effect: additive, multiplicative or mixed model Time Series— ARIMA:evaluation Seasonally adjusted data Seasonally adjusted data |