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http://hdl.handle.net/10016/2760
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| we9102.pdf | -- 2008-07-21 -- Available on Internet -- preprint | 964,05 kB | Adobe PDF | |  |
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| Title: | ARIMA models, the steady state of economic variables and their estimation |
| Author(s): | Peña, Daniel
Espasa, Antoni [espasa] |
| Publisher: | Universidad Carlos III de Madrid. Departamento de Economía |
| Issued date: | Feb-1991 |
| URI: | http://hdl.handle.net/10016/2760 |
| Abstract: | This paper presents a procedure to breakdown the forecast for a base period t of an ARIMA model in terms of its and transitory components. The former is an estimate equilibrium level or steady state path of the e corresponding economic variable and the latter describes the approach towards the permanent componente within the permanent component a distinction is made between the factors which depend on the initial conditions of the system, and those which are deterministic. |
| Review: | NonPeerReviewed |
| Serie / Nº.: | Working Papers
1991-02 |
| Keywords: | Forecasting function
Long Term Growth
Seasonal Components
Trends |
| Appears in Collections: | DE - Working Papers. Economics. WE
Economists Online
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