Modelling and Forecasting Linear Combinations of Time Series

DOI10.2307/1403407MaRDI QIDQ3776444zbMATH OpenOpenAlexFDO

Authors Francisco Alberto Pino, Pedro A. Morettin, Raúl P. Mentz

Publication date 1987

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403407

zbMATH Keywords

aggregationsARIMA modelsforecast efficiencieslinear combinations of scalar and vector time seriesmodellingmoving average representationnonseasonal and seasonal casespredictionsystematic sampling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

(9)

• Combining multiple time series predictors: A useful inferential procedure
• Effect of outliers on forecasting temporally aggregated flow variables
• Identification of composite (∑+II) arma models by relatively simpler models
• Determining a portfolio of linear time series models
• scientific article; zbMATH DE number 541193 (Why is no real title available?)
• AN OPTIMALITY CRITERION FOR AGGREGATING A SET OF TIME SERIES IN A COMPOSITE INDEX
• On the spectrum of randomly aggregate ARMA models
• Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes
• Time Series Models for Forecasting: Testing or Combining?

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