Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/7198
Title: On the importance of verifying forecasting results
Authors: Yalta, Abdullah Talha
Jenal, Olaf
Keywords: [No Keywords]
Issue Date: 2009
Publisher: Elsevier Science Bv
Abstract: We discuss the various sources of error in numerical computations with the use of examples from the literature relevant to time series analysis. We also submit a case where, by manual verification, we were able to discover a plausible forecast to be erroneous due to a number of software flaws in the XLSTAT addin for Microsoft Excel. Furthermore, after discussing the alternative techniques for implementing the ARIMA (AutoRegressive Integrated Moving Average) methodology on a computer, we show that different approaches can cause considerable discrepancies in the results across different programs, and even within a single software system. (C) 2008 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.
URI: https://doi.org/10.1016/j.ijforecast.2008.07.002
https://hdl.handle.net/20.500.11851/7198
ISSN: 0169-2070
Appears in Collections:İktisat Bölümü / Department of Economics
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection

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