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초록
BOK-X12-ARIMA has been developed by the Bank of Korea in order to accomodate special features such as lunar effect, labor day and election effect which are intrinsic in Korean seasonal time series. Irregular component resulting from BOK-X12-ARIMA is usually treated as white noise time series. If this shows dependency structure, it may be advisable to incorporate dependency in irregular component into prediction. This article illustrates how to refine point forecast using dependency structure in irregular component.
키워드
BOK-X12-ARIMA; Forecast; Irregular component; BOK-X12-ARIMA; Forecast; Irregular component
- 제목
- A Refinement of Point Forecast Using Dependency Structure in Irregualr Component of BOK-X12-ARIMA
- 저자
- 황선영; 양수경
- 발행일
- 2006-03
- 저널명
- 한국데이터정보과학회지
- 권
- 17
- 호
- 1
- 페이지
- 141 ~ 147