𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Linking series generated at different frequencies

✍ Scribed by Namwon Hyung; Clive W.J. Granger

Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
161 KB
Volume
27
Category
Article
ISSN
0277-6693

No coin nor oath required. For personal study only.

✦ Synopsis

Abstract

This is a report on our studies of the systematical use of mixed‐frequency datasets. We suggest that the use of high‐frequency data in forecasting economic aggregates can increase the accuracy of forecasts. The best way of using this information is to build a single model that relates the data of all frequencies, for example, an ARMA model with missing observations. As an application of linking series generated at different frequencies, we show that the use of a monthly industrial production index improves the predictability of the quarterly GNP. Copyright © 2008 John Wiley & Sons, Ltd.

📜 SIMILAR VOLUMES

Modelling and forecasting time series sa
Modelling and forecasting time series sampled at different frequencies
✍ José Casals; Miguel Jerez; Sonia Sotoca 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 380 KB 👁 1 views

## Abstract This paper discusses how to specify an observable high‐frequency model for a vector of time series sampled at high and low frequencies. To this end we first study how aggregation over time affects both the dynamic components of a time series and their observability, in a multivariate li

Sum and Difference Frequency Generation
Sum and Difference Frequency Generation at the Electrochemical Interface
✍ Tadjeddine, A. ;Le Rille, A. ;Pluchery, O. ;Vidal, F. ;Zheng, W. Q. ;Peremans, A 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 421 KB 👁 1 views

## Sum and Difference Frequency Generation at the Electrochemical Interface A. Tadjeddine 1 ) (a), A. Le Rille (a), O. Pluchery (a), F. Vidal (a), W. Q. Zheng (a), and A. Peremans (b) (a) LURE,

Visible–Infrared Difference Frequency Ge
Visible–Infrared Difference Frequency Generation at CN— Covered Au
✍ Mochán, W.L. ;Maytorena, J.A. ;Mendoza, B.S. 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 150 KB 👁 1 views

We develop a model for calculating the optical difference frequency generation (DFG) spectra of adsorbate covered surfaces, and apply it to analyze recently obtained results for CN À covered Au. We split the surface nonlinear susceptibility of the system into separate contributions from the noncentr

Difference frequency generation laser ba
Difference frequency generation laser based spectrometers
✍ D. Richter; A. Fried; P. Weibring 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 405 KB

## Abstract Tunable mid‐infrared laser sources are the key to precision optical trace gas detection. Difference‐frequency generation (DFG) based laser sources are among a few practical laser sources that have demonstrated ultra‐high detection sensitivities during real‐world applications when combin

All-optical single-to-dual channel wavel
All-optical single-to-dual channel wavelength conversion based on sum-frequency generation and difference-frequency generation
✍ Jian Wang; Junqiang Sun 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 328 KB

Single-to-dual channel wavelength conversion at 40 Gbit/s is experimentally observed based on sum-frequency generation and difference-frequency generation in periodically poled LiNbO 3 waveguides. Wavelength relationships between dual-channel idler waves and three incident waves are investigated in