Dynamic linear models for time series components
โ Scribed by David F. Findley
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 230 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0304-4076
No coin nor oath required. For personal study only.
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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
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