Forecasting temporally aggregated vector
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Helmut Lütkepohl
📂
Article
📅
1986
🏛
John Wiley and Sons
🌐
English
⚖ 618 KB
If interest centres on forecasting a temporally aggregated multiple time series and the generation process of the disaggregate series is a known vector ARMA (autoregressive moving average) process then forecasting the disaggregate series and temporally aggregating the forecasts is at least as effici