Research Note: Tourism Demand Forecasting with SARIMA Models – the Case of South Tyrol

Juan Brida and Wiston Adrián Risso
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Wiston Adrián Risso: School of Economics and Management, Free University of Bolzano, Italy

Tourism Economics, 2011, vol. 17, issue 1, 209-221

Abstract: In this study, the performance of SARIMA models is explored in the context of tourism demand forecasting by using monthly time series of the overnight stays in South Tyrol (Italy) from January 1950 to December 2005. The forecasting performance is assessed using data for January 2006 to December 2008, and the authors find evidence that the SARIMA(2,1,2)(0,1,1)–ARCH(1) outperform the alternative models.

Keywords: tourism demand; forecasting; SARIMA; South Tyrol (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:sae:toueco:v:17:y:2011:i:1:p:209-221

DOI: 10.5367/te.2011.0030

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