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."
General
Imprint: |
Springer-Verlag
|
Country of origin: |
Germany |
Series: |
Lecture Notes in Economics and Mathematical Systems, 284 |
Release date: |
1987 |
First published: |
1987 |
Authors: |
Helmut Lutkepohl
|
Dimensions: |
235 x 155 x 18mm (L x W x T) |
Format: |
Paperback
|
Pages: |
323 |
Edition: |
1987 ed. |
ISBN-13: |
978-3-540-17208-6 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
3-540-17208-4 |
Barcode: |
9783540172086 |
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