Forecasting aggregates of independent ARIMA processes

DOI10.1016/0304-4076(77)90043-4zbMath0378.62084MaRDI QIDQ1246990

David E. V. Rose

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90043-4

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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Cites Work

• O a lemma associated with Box, Jenkins and Granger
• Estimation and Prediction from Aggregate Data when Aggregates are Measured More Accurately than Their Components
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