An approach is proposed for obtaining estimates of the basic (disaggregated) series, xi, when only an aggregate series, y r , of k period non-overlapping sums of xi's is available. The approach is based on casting the problem in a dynamic linear model form. Then estimates of xi can be obtained by ap
β¦ LIBER β¦
Autoregressive Approaches to Disaggregation of Time Series Data
β Scribed by Cohen, Kalman J. ;Muller, Wolfgang ;Padberg, Manfred W.
- Book ID
- 111964887
- Publisher
- JSTOR
- Year
- 1971
- Weight
- 823 KB
- Volume
- 20
- Category
- Article
- DOI
- 10.2307/2346460
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