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Forecasting contemporal aggregates of multiple time series

✍ Scribed by G.C. Tiao; Irwin Guttman


Book ID
103688188
Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
544 KB
Volume
12
Category
Article
ISSN
0304-4076

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Forecasting accounting data: A multiple
✍ S. C. Hillmer; D. F. Larcker; D. A. Schroeder πŸ“‚ Article πŸ“… 1983 πŸ› John Wiley and Sons 🌐 English βš– 938 KB

## Abstract This paper examines the relative forecasting performance of multivariate time‐series analysis. One hundred consecutive monthly observations for three accounting series were obtained from a manufacturing division of a large corporation. Regression, univariate time‐series, transfer‐functi