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ARIMA + GARCH + Bootstrap forecasting method applied to the airline industry

Nieto, María Rosa and Carmona-Benítez, Rafael Bernardo

Journal of Air Transport Management, 2018, vol. 71, issue C, 1-8

Abstract: •The ARIMA + GARCH + Bootstrap method is proposed to forecast pax in the air transport industry.•Pax is analyzed and represented by conditional mean, variance, and the distribution of the error.•The performance of the proposed method is compared to 4 of the most used forecasting methods in the air transport industry.•The performance of the ARIMA + GARCH + Bootstrap method is validated by using two tests of superior ability.

Date: 2018
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Handle: RePEc:eee:jaitra:v:71:y:2018:i:c:p:1-8