ARIMA + GARCH + Bootstrap forecasting method applied to the airline industry
Nieto, MarÃa Rosa and
Carmona-BenÃtez, Rafael Bernardo
Journal of Air Transport Management, 2018, vol. 71, issue C, 1-8
â€¢The ARIMAÂ +Â GARCHÂ +Â Bootstrap method is proposed to forecast pax in the air transport industry.â€¢Pax is analyzed and represented by conditional mean, variance, and the distribution of the error.â€¢The performance of the proposed method is compared to 4 of the most used forecasting methods in the air transport industry.â€¢The performance of the ARIMAÂ +Â GARCHÂ +Â Bootstrap method is validated by using two tests of superior ability.
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jaitra:v:71:y:2018:i:c:p:1-8
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