Forecasting Quarterly Sales Tax Revenues: A Comparative Study

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The purpose of this study is to determine which of three forecasting methods provides the most accurate short-term forecasts, in terms of absolute and mean absolute percentage error, for a unique set of data. The study applies three forecasting techniques--the Box-Jenkins or ARIMA method, cycle regression analysis, and multiple regression analysis--to quarterly sales tax revenue data. The final results show that, with varying success, each model identifies the direction of change in the future, but does not closely identify the period to period fluctuations. Indeed, each model overestimated revenues for every period forecasted. Cycle regression analysis, with a mean absolute ... continued below

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iv, 51 leaves

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Renner, Nancy A. (Nancy Ann) August 1986.

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  • Renner, Nancy A. (Nancy Ann)

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Description

The purpose of this study is to determine which of three forecasting methods provides the most accurate short-term forecasts, in terms of absolute and mean absolute percentage error, for a unique set of data. The study applies three forecasting techniques--the Box-Jenkins or ARIMA method, cycle regression analysis, and multiple regression analysis--to quarterly sales tax revenue data. The final results show that, with varying success, each model identifies the direction of change in the future, but does not closely identify the period to period fluctuations. Indeed, each model overestimated revenues for every period forecasted. Cycle regression analysis, with a mean absolute percentage error of 7.21, is the most accurate model. Multiple regression analysis has the smallest absolute percentage error of 3.13.

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iv, 51 leaves

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  • August 1986

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  • 1974 - 1985

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  • March 9, 2015, 8:15 a.m.

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  • Nov. 8, 2016, 12:42 p.m.

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Renner, Nancy A. (Nancy Ann). Forecasting Quarterly Sales Tax Revenues: A Comparative Study, thesis, August 1986; Denton, Texas. (digital.library.unt.edu/ark:/67531/metadc501220/: accessed September 22, 2018), University of North Texas Libraries, Digital Library, digital.library.unt.edu; .