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Microeconometric Analysis of Telecommunication Services Market with the Use of SARIMA Models

Author

Listed:
  • Pawel Kaczmarczyk

    (The State University of Applied Sciences in Plock)

Abstract

The paper presents the results of testing the effectiveness of the multi sectional model in the short-term forecasting of hourly demand for telephone services. The model was based on the integration of the linear regression model with dichotomous independent variables and the SARIMA model. The regression was used as a filter of modelled variability of the demand. The SARIMA was applied to model residual variability. The research shows that the proposed integration provides a greater possibility of approximation and prediction in comparison to the non-supported linear regression model. The results of the study provide support for operational planning of telecommunications operator.

Suggested Citation

  • Pawel Kaczmarczyk, 2017. "Microeconometric Analysis of Telecommunication Services Market with the Use of SARIMA Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 17, pages 41-57.
    • Handle: RePEc:cpn:umkdem:v:17:y:2017:p:41-57
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    File URL: https://apcz.umk.pl/DEM/article/view/DEM.2017.003/13737
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    References listed on IDEAS

    as
    1. Guy Melard, 1984. "Algorithm AS197: A fast algorithm for the exact likelihood of autoregressive-moving average models," ULB Institutional Repository 2013/13692, ULB -- Universite Libre de Bruxelles.
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    Cited by:

    1. Kaczmarczyk Paweł, 2021. "Econometric Modelling of Compound Cyclicality of using Telecommunication Services," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(2), pages 27-45, June.
    2. Kaczmarczyk Paweł, 2018. "Neural Network Application to Support Regression Model in Forecasting Single-Sectional Demand for Telecommunications Services," Folia Oeconomica Stetinensia, Sciendo, vol. 18(2), pages 159-177, December.

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    More about this item

    Keywords

    Decision Support System; dichotomous regression; SARIMA model; forecasting;
    All these keywords.

    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • L86 - Industrial Organization - - Industry Studies: Services - - - Information and Internet Services; Computer Software
    • L96 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Telecommunications

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