ANALYSIS OF APPLICABILITY OF X-12-ARIMA METHOD FOR FORECASTING AND DECOMPOSITION OF PASSENGER DEMAND TIME SERIES
Keywords:
X-12-ARIMA, Passenger demand for suburb bus transport, Short-term passenger demand forecasting, Passenger demand time series seasonal adjustmentAbstract
Identification and description of trend, seasonality, ongoing changes in nature of main components of economic time series as well as its forecasting requires application of proper decomposition approach to its modelling and forecasting. The main purpose of the paper is to analyse applicability of the X-12-ARIMA decomposition procedure, which should eliminate limitations of X-11-ARIMA/88 method, in order to decompose of passenger demand for suburb bus transport time series. Applicability of X-12-ARIMA procedure was tested by several statistical tests, summary measures (M1-M7, Q1 and Q2) and goodness-of-fit measures. Outputs of the analyses proved applicability of X-12-ARIMA procedure in the process of passenger demand time series analysis.
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2003. 148 s. ISBN 0-642-54286-4.
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Washington, D. C. : U.S. Bureau of the Census, 1965. Technical paper No. 12.
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[koncept dizertačnej práce]. Žilinská univerzita v Žiline. Fakulta prevádzky a ekonomiky dopravy a spojov; Katedra cestnej a mestskej dopravy. Školiteľ: prof. Ing. Štefan Liščák,
CSc. . Stupeň odbornej kvalifikácie: philosophiae doctor. Žilina fPEDaS, 2012.
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Detection by Spectrum Analysis and Graphical Methods In Journal of the American
Statistical Association, 1980. Vol. 75, No. 371. s. 487-496.
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Science Monographs. Tokyo : The Institute of Statistical Mathematics, 1980. No. 13.
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Seasonal Adjustment Diagnostics In SUGI 25, 2000. part Statistics and Data analysis.
Paper 264-25.
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by Spectrum Analysis and Graphical Methods In Journal of the American Statistical
Association, 2000. Vol. 75, No. 371. s. 487-496.
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Seasonal Adjustment Method. Research paper 78-10-002E. s.l. : Statistics Canada, 1978.
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Diagnostics for Seasonal and Related Adjustments In Journal of the American Statistical
Association, 1990. Vol 85, No. 410. s. 345-355.
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Published
2012-04-30
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Cyprich, O. ., & Holeša, L. . (2012). ANALYSIS OF APPLICABILITY OF X-12-ARIMA METHOD FOR FORECASTING AND DECOMPOSITION OF PASSENGER DEMAND TIME SERIES. Perner’s Contacts, 7(1), 13–25. Retrieved from https://pernerscontacts.upce.cz/index.php/perner/article/view/1074
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