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首页> 外文期刊>Applied Financial Economics Letters >Hotel tax receipts and the 'Midnight in the Garden of Good and Evil': a time series intervention seasonal ARIMA model with time-varying variance
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Hotel tax receipts and the 'Midnight in the Garden of Good and Evil': a time series intervention seasonal ARIMA model with time-varying variance

机译：酒店税收收入和“善恶花园中​​的午夜”：具有时变方差的时间序列干预季节性ARIMA模型

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摘要

This study examines the influence of the release of a best-selling book and movie, Midnight in the Garden of Good and Evil, set in Savannah, Georgia on local tourism demand. Tourism demand is proxied by revenue collected from an ad valorem hotel room tax in Savannah. The hotel tax revenue series is first modelled as a seasonal ARIMA model with three intervention variables: an index variable to capture the influence of the best-selling book and two dummy variables to represent the impact of the 9/11 terrorist attacks and hurricane Floyd. The presence of time-varying variance in the residuals is captured through an ARCH model. The results indicate that the book index had a positive and significant impact on hotel tax receipts, while the dummy variables for the terrorist attacks of 9/11 and hurricane Floyd were each negative with only the dummy variable for hurricane Floyd marginally significant.
机译：这项研究调查了发行在乔治亚州萨凡纳的畅销书和电影《善与恶的花园中的午夜》对当地旅游需求的影响。从萨凡纳的从价酒店税中收取的收入可以满足旅游需求。首先将酒店税收系列建模为具有三个干预变量的季节性ARIMA模型：一个用于捕捉畅销书影响的指数变量，以及两个代表9/11恐怖袭击和弗洛伊德飓风影响的虚拟变量。残差中随时间变化的方差的存在是通过ARCH模型捕获的。结果表明，账面指数对酒店税收有积极的影响，而9/11和Floyd飓风袭击的虚拟变量均为负值，而Floyd飓风的虚拟变量则微不足道。

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  • 来源
    《Applied Financial Economics Letters》 |2009年第9期|653-656|共4页
  • 作者

    Michael Toma; Richard McGrath; James E. Payne;

  • 作者单位

    Department of Economics, Armstrong Atlantic State University,11935 Abercom Street, Savannah, GA 31419, USA;

    Department of Economics, Armstrong Atlantic State University,11935 Abercom Street, Savannah, GA 31419, USA;

    Department of Economics, Illinois State University, Normal, IL 61790-4200, USA;

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