Skip to content
pandatutor® Log in
Cover of Forecasting Aggregated Vector ARMA Processes

Forecasting Aggregated Vector ARMA Processes

by Helmut Lütkepohl, Helmut Lütkepohl

1987 333 pages eng

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 d…

Not available to read online

This scan is restricted to patrons with print disabilities and can't be borrowed with a regular free account — signing up won't unlock it. Try Toronto Public Library, Libby, or Amazon above instead.