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
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_326745 |
| Date | January 2009 |
| Contributors | Chan, Kin Kwok., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, viii, 69 leaves : ill. ; 30 cm. |
| Rights | Use 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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