A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data
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Publication:1914746
DOI10.1007/BF02562632zbMath0843.62086OpenAlexW2280301170MaRDI QIDQ1914746
Publication date: 23 June 1996
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02562632
time seriesrecursive procedurelinear restrictionstest statisticARIMA modelbest linear unbiased estimatestemporal disaggregationcompatibility testfeasible procedure
Cites Work
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- Temporal Disaggregation of Time Series: An ARIMA-Based Approach
- Bench-Marking Time Series with Reliable Bench-Marks
- Benchmarking of Economic Time Series
- TEMPORAL AGGREGATION IN THE ARIMA PROCESS
- Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization
- The Interpolation of Time Series by Related Series
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