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Math Help - Time series

  1. #1
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    Time series

    Hi,

    I have attached a graph representing data collected on a quarterly basis from 1995-2008. The x-axis represents the time - quarterly data.

    Would an additive or multiplicative time series model be appropriate?

    Or is it possible for me to use a simple smoothing exponential or double smoothing exponential to do forecasting?

    Any suggestion would be appreciated.

    Thank you very much
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    Last edited by Amazed; April 20th 2009 at 02:47 AM.
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  2. #2
    Ond
    Ond is offline
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    Perhaps a Markov switching model or a threshold autoregressive model?
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  3. #3
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    Hi, I was wondering if an additive model without seasonal variation would be appropriate?

    Thanks
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