Helmut Lütkepohl
Forecasting Aggregated Vector ARMA Processes
- Springer Berlin Heidelberg
- 1987
- Taschenbuch
- 340 Seiten
- ISBN 9783540172086
This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last decades the question which data and procedures to use for prediction has become increasingly important in recent years. This study aims at pointing out some of the problems involved and at pro viding some suggestions how to proceed in particular situations. Many of the results have been circulated as working papers, some have been published as journal articles, and some have been
Mehr
Weniger
zzgl. Versand
in Kürze