BADANIE EFEKTYWNOŚCI PROGNOZ ZMIENNYCH OPISUJĄCYCH WYBRANE ASPEKTY FUNKCJONOWANIA PORTU SZCZECIN-ŚWINOUJŚCIE
STUDY OF THE FORECASTS EFFICIENCY OF VARIABLES DESCRIBING SELECTED ACTIVITIES OF SZCZECIN-ŚWINOUJŚCIE HARBOUR

Summary/Abstract: In the article an attempt to compute forecasts of variables that characterize selected activities of Szczecin-Świnoujście Harbour in a systematic way was made. Analysed time series include data from January 2006 to December 2012. Predictive properties of three kind of models were considered: trend models with dummy variables as a seasonal variables, trend models with Fourier analysis and adaptive Holt-Winters models. At the first stage, model comparison was made on the basis of adjusted determination ratio as well as AIC, BIC and HQC information criteria. Then efficiency of forecast was investigated with using ex post forecasts errors. In most cases trend models with seasonal dummy variables and with Fourier analysis turned out to be the most effective.

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