“Buys-Ballot estimates of the trend curve and seasonal indices for additive model when trend-cycle component is cubic:-Ekezie, Charles K.
ABSTRACT
The Buys-Ballot estimation
procedure developed by Iwueze and Nwogu (2004) for time series decomposition
when trend-cycle component is linear and was later extended to cases where
trend- £considered and estimates were derived for the additive model. Simulated
examples were used to illustrate the methods developed. Nigerian Stock Exchange
Market Capitalization (N1 Billion) data for the period of 1985-1994 and
Quarterly Gross Domestic Product at Current Basic Prices (N1 Billion) for Other
Transport Services data for the period of 1981-1992 illustrate the application
of the proposed method in a real life time series data. The Buys-Ballot
estimates (CBE and FBE) were compared with Least Squares estimates and the
Chain Base Estimate used to test for equality of the forecast accuracy of the
three models considered and the results revealed a significant difference among
the three fitted models. i x ii I- cycle
component is quadratic by Iwueze and Ohakwe (2004) is been proposed to cubic
trend-cycle component. The two alternative methods (the Chain Base Estimate and
Fixed Base Estimate) were
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CHARLES, K (2023). “Buys-Ballot estimates of the trend curve and seasonal indices for additive model when trend-cycle component is cubic:-Ekezie, Charles K. . Repository.mouau.edu.ng: Retrieved Nov 23, 2024, from https://repository.mouau.edu.ng/work/view/buys-ballot-estimates-of-the-trend-curve-and-seasonal-indices-for-additive-model-when-trend-cycle-component-is-cubic-ekezie-charles-k-7-2
KELECHI, CHARLES. "“Buys-Ballot estimates of the trend curve and seasonal indices for additive model when trend-cycle component is cubic:-Ekezie, Charles K. " Repository.mouau.edu.ng. Repository.mouau.edu.ng, 07 Dec. 2023, https://repository.mouau.edu.ng/work/view/buys-ballot-estimates-of-the-trend-curve-and-seasonal-indices-for-additive-model-when-trend-cycle-component-is-cubic-ekezie-charles-k-7-2. Accessed 23 Nov. 2024.
KELECHI, CHARLES. "“Buys-Ballot estimates of the trend curve and seasonal indices for additive model when trend-cycle component is cubic:-Ekezie, Charles K. ". Repository.mouau.edu.ng, Repository.mouau.edu.ng, 07 Dec. 2023. Web. 23 Nov. 2024. < https://repository.mouau.edu.ng/work/view/buys-ballot-estimates-of-the-trend-curve-and-seasonal-indices-for-additive-model-when-trend-cycle-component-is-cubic-ekezie-charles-k-7-2 >.
KELECHI, CHARLES. "“Buys-Ballot estimates of the trend curve and seasonal indices for additive model when trend-cycle component is cubic:-Ekezie, Charles K. " Repository.mouau.edu.ng (2023). Accessed 23 Nov. 2024. https://repository.mouau.edu.ng/work/view/buys-ballot-estimates-of-the-trend-curve-and-seasonal-indices-for-additive-model-when-trend-cycle-component-is-cubic-ekezie-charles-k-7-2