Zastosowanie metody Hellwiga do wyznaczania wag prognoz kombinowanych
The application of Hellwig’s method to the estimation of the weights of combined forecasts
Author(s): Joanna PerzyńskaSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: individual forecasts; combined forecasts; indicators of information capacity; forecasts errors; forecasts weights
Summary/Abstract: In the paper, the author presents the application of Hellwig’s method to the es-timation of the weights of combined forecasts. The empirical example, in which individual and combined forecasts are determined for economic variable with seasonal fluctuations, is the illustration of theoretical considerations. The accuracy of combined forecasts with Hellwig’s weights is compared with the accuracy of arithmetic mean of their component forecasts.
Journal: Ekonometria
- Issue Year: 2011
- Issue No: 34
- Page Range: 292-302
- Page Count: 11
- Language: Polish