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ARIMA models, the steady state of economic variables and their estimation

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URI: https://hdl.handle.net/10016/2760
ISSN: 2340-5031
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we9102.pdf (964.05 KB)
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1991-02
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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.
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Forecasting function, Long Term Growth, Seasonal Components, Trends
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DE - Working Papers. Economics. WE
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