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Title: Forecasting UK crude steel consumption for the 90's and beyond
Author: Walton, S. B.
Awarding Body: University College of Swansea
Current Institution: Swansea University
Date of Award: 1994
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The time series properties of UK Crude Steel Consumption are analysed, and modelled. Both yearly and quarterly data is used, in a bid to produce 'good' ex-ante forecasts up to 2001. In order to achieve this, several modelling techniques are employed. These being, ARIMA modelling, Bayesian Vector AutoRegressions (BVAR's), and Intensity of Use. Cyclical fluctuations and seasonality in quarterly data is also analysed, and Monte Carlo analysis employed to produce critical values for various models, which are appended. Optimum forecasts are sought for by way of forecast combination, where each of the individual technique forecasts are combined using several different combination techniques. These include, the variance-covariance method, restricted and unrestricted regressions, simple averages and historical combinations.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available