Seasonal Time Series and Transfer Function Modeling |
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| Authors: | Bovas Abraham |
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| Affiliation: | Department of Statistics and Actuarial Science , University of Waterloo , Waterloo , Ontario , N2L 3G1 , Canada |
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| Abstract: | A simple modification is suggested for the construction of transfer function models relating an output variable Yt to an input variable Xt when the model for Xt contains operators that cancel out. In addition, the evaluation of transfer function models is discussed by comparing the forecasts with the actual observations. |
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| Keywords: | Cancelation of operators Deterministic models Difference equations Model evaluation |
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