Forecasting Aggregated Vector Arma Processes

by Helmut Lütkepohl

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...

• Format: Paperback
• Language: English
• ISBN: 3540172084
• ISBN13: 9783540172086
• Release Date: January 1987
• Publisher: Springer
• Length: 323 Pages
• Weight: 1.05 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"