The paper discusses the properties of Auto-Regressive Integrated Moving Average (ARIMA) models and proceeds to estimate a model for monthly evolution annual inflation rate in Moldova from January 2013 October 2021. aim is develop relying exclusively upon historical as an additional instrument forecasting purposes. estimated explains close 97 % variation over model’s estimation period used gener...

1Department of Communicable Disease Control and Prevention, Jämtland County Council, Östersund, Sweden; 2Department of Clinical Microbiology, Unit of Clinical Research CenterÖstersund, Umeå University, Umeå, Sweden; 3Centre of Registers in Northern Sweden, Umeå University, Umeå, Sweden; 4Swedish Health Care Direct 1177, Jämtland County Council, Östersund, Sweden; 5Department of Clinical Microbi...

The Commonwealth of Virginia abolished parole and reformed sentencing for all felony offenders committed on or after January 1, 1995. We examine the impact of this legislation on reported crime rates using different time series approaches. In particular, structural time series models are considered as an alternative to the Box-Jenkins ARIMA models that form the standard time series approach to ...

Many factors impact a city’s water consumption, including population distribution, average household income, water prices, water conservation programs, and climate. Of these, however, meteorological effects are considered to be the primary determinants of water consumption. In this study, the effects of climate on residential water consumption in Las Vegas, Nevada, were examined during the peri...

Abstract—The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0) ...

A new method of system evaluation that focuses on the impact the system has on a data series that served as the rationale for systems implementation was designed and modeled by the authors. Called outcome-based evaluation, this method is founded on the concept of intervention analysis and employs interrupted time series designs to determine the impact of an information system on specific organi...

Time series intervent.ion analysis is used to ascertain the impact that one or more interventions have on a time series. For example, the t.ime series may be monthly revenues from the sale of n product with t,he int.ervention being the implementation of a new marketing strategy. Using the ARIMA procedure in SASjETS@ soft.ware, a large class of time series models are available to pel'form a t.im...

In practice, signal extraction is based on finite samples X1, ..., XT and, very often, current estimates of the interesting components (t = T ) import: a socalled ‘concurrent’ or ‘real-time’ estimate of the trend or of its turning-points has a strong prospective content, since the future evolution of the time series is likely to be conditioned by this component. Whereas forecasting tools genera...

Real-world financial time series often contain both linear and nonlinear patterns. However, traditional time series analysis models, such as ARIMA, hold the assumption that a linear correlation exists among time series values while leaving nonlinear relation into error terms. Based on financial theories, we argue that investor sentiment is the main contributor to nonlinear pattern of stock time...