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Quantitative forecasting for tourisme: OLS and ARIMAX approaches

Pulina, Manuela (2003) Quantitative forecasting for tourisme: OLS and ARIMAX approaches. Cagliari, CRENoS. p. 27 (Working Papers CRENoS, 2003, 03). Working Paper.

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The paper analyses, estimates and forecasts the demand for international and domestic tourism to Sardinia (Italy). Monthly data are used for the sample period from 1987 to 2002. Concepts such as seasonal and long run unit roots are employed. Two econometric approaches, the OLS and ARIMAX, are used that give satisfactory results in terms of both the estimation and forecasting phases. A full range of diagnostic tests is provided. An ex-ante forecasting exercise is run for tourism demand to Sardinia for the period between January and December 2003.

Item Type:Working Paper
ID Code:79
Uncontrolled Keywords:Monthly data, unit roots, OLS, ARIMAX, forecasting
Subjects:Area 13 - Scienze economiche e statistiche > SECS-P/05 Econometria
Divisions:002 Altri enti e centri di ricerca del Nord Sardegna > CRENoS-Centro Ricerche Economiche Nord Sud, Università di Cagliari e Università di Sassari
001 Università di Sassari > 01 Dipartimenti > Economia, impresa, regolamentazione
Publisher Policy:Depositato per gentile concessione del CRENoS
Deposited On:18 Aug 2009 10:01

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