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Bernoulli Time Series Modelling with Application to Accommodation Tourism Demand
| Content Provider | MDPI |
|---|---|
| Author | Reina, Miguel Ángel Ruiz |
| Copyright Year | 2021 |
| Description | In this research, a new uncertainty method has been developed and applied to forecasting the hotel accommodation market. The simulation and training of Time Series data are from January 2001 to December 2018 in the Spanish case. The Log-log BeTSUF method estimated by GMM-HAC-Newey-West is considered as a contribution for measuring uncertainty vs. other prognostic models in the literature. The results of our model present better indicators of the RMSE and Ratio Theil’s for the predictive evaluation period of twelve months. Furthermore, the straightforward interpretation of the model and the high descriptive capacity of the model allow economic agents to make efficient decisions. |
| Starting Page | 17 |
| e-ISSN | 26734591 |
| DOI | 10.3390/engproc2021005017 |
| Journal | Engineering Proceedings |
| Issue Number | 1 |
| Volume Number | 5 |
| Language | English |
| Publisher | MDPI |
| Publisher Date | 2021-06-28 |
| Access Restriction | Open |
| Subject Keyword | Engineering Proceedings Tourism, Leisure, Sport and Hospitality Time Series Forecasting Bernoulli Ratio Theil Generalised Method of Moments |
| Content Type | Text |
