Contact
How to shop
Delivery
Shopping guide
Forecasting Aggregated Vector ARMA Processes
English
136 b
Up to 30 days for returns
Customers also purchased
/
Paperback
10 871
Ft
/
Paperback
21 686
Ft
This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last decades the question which data and procedures to use for prediction has become increasingly important in recent years. This study aims at pointing out some of the problems involved and at pro viding some suggestions how to proceed in particular situations. Many of the results have been circulated as working papers, some have been published as journal articles, and some have been presented at conferences and in seminars. I express my gratitude to all those who have commented on parts of this study. They are too numerous to be listed here and many of them are anonymous referees and are therefore unknown to me. Some early results related to the present study are contained in my monograph "Prognose aggregierter Zeitreihen" (Lutkepohl (1986a)) which was essentially completed in 1983. The present study contains major extensions of that research and also summarizes the earlier results to the extent they are of interest in the context of this study.
About the book
English
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Paperback
7 005
Ft
/
Hardback
14 580
Ft
/
Book
18 359
Ft
/
Paperback
7 400
Ft
Hi! I'm Libroamiko, your book advisor.
How can I help you?