Use of unobserved components model for forecasting non-stationary time series: a case of annual national coconut production in Sri Lanka
<p>Forecasting a time series is generally done by using autoregressive integrated moving average (ARIMA) models. The main drawback of this technique is that the time series should be stationary. In reality, this assumption is rarely met. The Unobserved Component Model (UCM) is a promising alte...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Postgraduate Institute of Agriculture, University of Peradeniya
2015-11-01
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| Series: | Tropical Agricultural Research |
| Subjects: | |
| Online Access: | https://tar.sljol.info/articles/8058 |