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dc.contributor.authorLUETKEPOHL, Helmut
dc.date.accessioned2009-04-29T13:43:04Z
dc.date.available2009-04-29T13:43:04Z
dc.date.issued2009
dc.identifier.issn1725-6704
dc.identifier.urihttp://hdl.handle.net/1814/11256
dc.description.abstractAggregated times series variables can be forecasted in different ways. For example, they may be forecasted on the basis of the aggregate series or forecasts of disaggregated variables may be obtained first and then these forecasts may be aggregated. A number of forecasts are presented and compared. Classical theoretical results on the relative efficiencies of different forecasts are reviewed and some complications are discussed which invalidate the theoretical results. Contemporaneous as well as temporal aggregation are considered.en
dc.format.mimetypeapplication/pdf
dc.language.isoenen
dc.publisherEuropean University Institute
dc.relation.ispartofseriesEUI ECOen
dc.relation.ispartofseries2009/17en
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectAutoregressive moving-average processen
dc.subjecttemporal aggregationen
dc.subjectcontemporaneous aggregationen
dc.subjectvector autoregressiveen
dc.subjectmoving-average processen
dc.subjectC22en
dc.subjectC32en
dc.titleForecasting Aggregated Time Series Variables: A Surveyen
dc.typeWorking Paperen
dc.neeo.contributorLUETKEPOHL|Helmut|aut|EUI70007
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