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Forecasting Aggregated Vector Arma Processes
Helmut Lütkepohl
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Description for Forecasting Aggregated Vector Arma Processes
Paperback. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 333 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 235 x 155 x 18. Weight in Grams: 1060.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
1987
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
333
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
323
Place of Publication
Berlin, Germany
ISBN
9783540172086
SKU
V9783540172086
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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