FORECASTING MILK OUTPUT IN ENGLAND AND WALES*
评估ARIMA模型在1984年4月牛奶配额实施前后预测月度产量的能力,发现中期预测中考虑配额中断的模型更优。
This paper evaluates the ablility of an autoregressive integrated moving average (arima) model to forecast monthly milk output before and after the imposition of quotas in April 1984. In the post quota period the standard arima model is modified to a ‘discontinuity’ model allowing the quota to be represented explicitly. It is concluded that for a medium term forecast this is preferable to the standard arima model, whilst for one period ahead forecasts the models are equally good.