Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study
用结构模型与 Box–Jenkins 模型预测经济时间序列：案例研究
The basic structural model is a univariate time series model consisting of a slowly changing trend component, a slowly changing seasonal component, and a random irregular component. It is part of a class of models that have a number of advantages over the seasonal ARIMA models adopted by Box and Jenkins (1976). This article reports the results of an exercise in which the basic structural model was estimated for six U.K. macroeconomic time series and the forecasting…