... the impact of such fluctuations. The purpose of this paper is to compare the accuracy of two univariate forecast models, i.e. Box-Jenkins (autoregressive integrated moving average (ARIMA)) and Neural Network Autoregressive (NNAR). Design/methodology/approach – Four quarterly time-series data...

... time series model. Specifically, an autoregressive moving average (ARMA) time series model (otherwise known as the Box‐Jenkins approach) is constructed using economic data relating to a 15‐year period (1985–99). It is identified that population (millions); housing completions total (millions), total...

... for this vital sector of the economy. The three techniques examined in the present study are the univariate Box‐Jenkins approach, the multiple loglinear regression and artificial neural networks. A comparison of the accuracy of the demand models developed shows that the artificial neural network model performs...