formally testing for the presence of unit roots and seasonal unit roots prior to estimation,
model selection and forecasting. Various Box–Jenkins Autoregressive Integrated Moving
Average (ARIMA) models are estimated over the period 1975 (1)–1989 (4) for tourist arrivals
to Australia from Hong Kong, Malaysia and Singapore. The mean absolute percentage error
and root mean squared error (RMSE) are used as measures of forecast accuracy. As the …