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Australian tourism dataset (folder: Australian_data)

Note: all the output *.csv files are inputs for lhf.Rmd file to display figures and tables. (Tables: 3, 4, 15 and 16 - Figures: 5, 6, 7, 8, 9, 10, 19, 20 and 21)

ETS and ARIMA:

Run ETS-ARIMA.R file (both rolling and fixed origin methods).

  • input: TourismData_v3.csv
  • output: fc.fix.tourism.ets.arima.csv and fc.rolling.mint.shrink.ets.arima.csv

OLS:

Run OLS.R file. For rolling origin approach, the function is OLSmodel in OLSmodel_se.R file. For fixed origin approach, the function is olsfc in olsfc_se.R file. For computing reconciliation matrix we also need smatrix.R file.

  • input: TourismData_v3.csv
  • output: fc.fix.tourism.OLS.csv and fc.rolling.tourism.OLS.csv

Different reconciliation approaches:

For ETS and ARIMA, run dif-rec-ETS-ARIMA.R file and for OLS run dif-rec-OLS.R.

  • input: TourismData_v3.csv
  • output: fc.fix.OLS.mint.shrink.wls.var.csv, fc.rolling.OLS.mint.shrink.wls.var.csv, fc.fix.ets.arima.mint.shrink.csv, fc.fix.ets.arima.wls.var.csv, fc.rolling.mint.shrink.ets.arima.csv and fc.rolling.wls.var.ets.arima.csv

Computing OLS results with matrix:

Run matrix-rolling.R file for rolling origin approach and matrix-fixed.R for fixed origin approach.

  • input: TourismData_v3.csv