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Forecasting compositional time series

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  • Terence Mills

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    File URL: http://hdl.handle.net/10.1007/s11135-009-9229-8
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    Bibliographic Info

    Article provided by Springer in its journal Quality & Quantity.

    Volume (Year): 44 (2010)
    Issue (Month): 4 (June)
    Pages: 673-690

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    Handle: RePEc:spr:qualqt:v:44:y:2010:i:4:p:673-690

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    Web page: http://www.springer.com/economics/journal/11135

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    Related research

    Keywords: Compositional data; Forecasting; Hyperspherical transformation; Logistic transformation; Time series; Trends;

    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. David Cutler & Edward Glaeser & Jesse Shapiro, 2003. "Why Have Americans Become More Obese?," NBER Working Papers 9446, National Bureau of Economic Research, Inc.
    2. Terence C. Mills, 2009. "Forecasting obesity trends in England," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 172(1), pages 107-117.
    3. Jane Fry & Tim Fry & Keith McLaren & Tanya Smith, 2001. "Modelling zeroes in microdata," Applied Economics, Taylor & Francis Journals, vol. 33(3), pages 383-392.
    4. Shapiro, Jesse & Glaeser, Edward & Cutler, David, 2003. "Why Have Americans Become More Obese," Scholarly Articles 2640583, Harvard University Department of Economics.
    5. Jane Fry & Tim Fry & Keith McLaren, 2000. "Compositional data analysis and zeros in micro data," Applied Economics, Taylor & Francis Journals, vol. 32(8), pages 953-959.
    6. Sara Bleich & David Cutler & Christopher Murray & Alyce Adams, 2007. "Why Is The Developed World Obese?," NBER Working Papers 12954, National Bureau of Economic Research, Inc.
    7. Katz, Jonathan N., 1997. "A Statistical Model for Multiparty Electoral Data," Working Papers 1005, California Institute of Technology, Division of the Humanities and Social Sciences.
    8. Zagorsky, Jay L., 2005. "Health and wealth: The late-20th century obesity epidemic in the U.S," Economics & Human Biology, Elsevier, vol. 3(2), pages 296-313, July.
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    Cited by:
    1. Terence C. Mills & Peter Dawson & Paul Downward, 2013. "Olympic news and attitudes towards the Olympics: A compositional time-series analysis of how sentiment is affected by events," University of East Anglia Applied and Financial Economics Working Paper Series 046, School of Economics, University of East Anglia, Norwich, UK..

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