Forecasting self employment in the UK

In this paper we forecast UK self-employment, using annual data for five decades. We use the autoregressive moving average (ARMA) methodology to produce a forecast three periods into the future (2014-2016). We also express the ARMA model as a state space model and estimate one-step predictions and d...

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Bibliographic Details
Main Authors: George Saridakis, Grammatoula Papaioannou
Format: Default Article
Published: 2014
Subjects:
Other commerce, management, tourism and services not elsewhere classified
Self-employment
ARMA
State space
Var
Business and Management not elsewhere classified
Online Access:https://hdl.handle.net/2134/17058
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