ITU E.507:1988
ITU E.507:1988 Models For Forecasting International Traffic
Table of Contents
1Introduction2Buildingtheforecastingmodel
3Variousforecastingmodels
3.1Curvefittingmodels
3.2Smoothingmodels
3.3Autoregressivemodels
3.4Autoregressiveintegratedmoving
average(ARIMA)models
3.5StatespacemodelswithKalmanFiltering
3.6Regressionmodels
3.7Econometricmodels
4Discontinuitiesintrafficgrowth
4.1Examplesofdiscontinuities
4.2Introductionofexplanatoryvariables
4.3Introductionofdummyvariables
5Assessingmodelspecification
5.1General
5.2Autocorrelation
5.3Testofsignificanceoftheparameters
5.4Validityofexogenousvariables
5.5Confidenceintervals
6Comparisonofalternativeforecastingmodels
6.1DiagnosticcheckModelevaluation
6.2Forecastsoflevelsversusforecasts
ofchanges
6.3Ex-postforecasting
6.4Forecastperformancecriteria
7Choiceofforecastingmodel
7.1Forecastingperformance
7.2Lengthofforecastperiod
ANNEXA-Descriptionofforecastingprocedures
A.1Estimationofautoregressiveparameters
References
Bibliography