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Comparison of fitted and default error models in benchmarking with quarterly-annual data.

Chan, Kin Kwok. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2009. / Includes bibliographical references (leaves 68-69). / Abstract also in Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- The effect of using a default error model --- p.8 / Chapter 2.1 --- Formulae to measure the prediction error --- p.9 / Chapter 2.2 --- The effect of autoregressive parameter on SD of prediction error --- p.10 / Chapter 2.3 --- Misspecification error of SD of prediction error when using a default error model --- p.12 / Chapter 2.4 --- Reporting error of SD of prediction error when using a default error model --- p.23 / Chapter 3 --- Error modelling by using benchmarks --- p.30 / Chapter 3.1 --- Review of an existing method --- p.30 / Chapter 3.2 --- Introduction of Benchmark Forecasting Method --- p.32 / Chapter 3.3 --- Comparison of estimation methods --- p.36 / Chapter 4 --- Performance of using fitted error model --- p.41 / Chapter 4.1 --- Fitted value and reporting value of SD of prediction error when using a fitted error model --- p.41 / Chapter 4.2 --- Misspecification error and reporting error when using a fitted error model --- p.45 / Chapter 4.3 --- Suggestions on the selection of default and fitted error model --- p.51 / Chapter 5 --- Benchmarking performance of using fitted AR(1) model for usual ARMA survey error --- p.55 / Chapter 5.1 --- Model settings for two usual ARMA survey error --- p.56 / Chapter 5.2 --- Simulation studies --- p.57 / Chapter 6 --- An illustrative example: Traveller Accommodation series --- p.62 / Chapter 7 --- Conclusion --- p.66 / Bibliography --- p.68

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_326745
Date January 2009
ContributorsChan, Kin Kwok., Chinese University of Hong Kong Graduate School. Division of Statistics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, viii, 69 leaves : ill. ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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