Item description for Forecasting Aggregated Vector ARMA Processes (Lecture Notes in Economics and Mathematical Systems) by Helmut Lütkepohl...
Is concerned with forecasting aggregated time series variables. Investigates impact of the level of aggregation on the forecast efficiency. Temporal aggregation over several time periods and contemporaneous aggregation over regions, firms, etc. are considered. The data on which the forecasts are based are assumed to be generated by vector ARMA processes. The consequences of the estimation and specification uncertainty for the forecast efficiency are analyzed.
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Est. Packaging Dimensions: Length: 9" Width: 6.1" Height: 0.8" Weight: 0.3 lbs.
Release Date Feb 23, 1987
ISBN 3540172084 ISBN13 9783540172086
Availability 83 units. Availability accurate as of Mar 29, 2017 07:10.
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