A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data

DOI10.1007/BF02562632MaRDI QIDQ1914746zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 23 June 1996

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02562632

zbMATH Keywords

recursive proceduretime seriesARIMA modellinear restrictionstest statisticbest linear unbiased estimatestemporal disaggregationcompatibility testfeasible procedure

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4159921 (Why is no real title available?)
• scientific article; zbMATH DE number 3727458 (Why is no real title available?)
• scientific article; zbMATH DE number 42743 (Why is no real title available?)
• Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization
• Bench-Marking Time Series with Reliable Bench-Marks
• Benchmarking of Economic Time Series
• TEMPORAL AGGREGATION IN THE ARIMA PROCESS
• Temporal Disaggregation of Time Series: An ARIMA-Based Approach
• The Interpolation of Time Series by Related Series

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(4)

• An algorithm for disaggregating temporal natural gas consumption
• Temporal disaggregation of stationary bivariate time series
• Temporal Disaggregation of Time Series: An ARIMA-Based Approach
• A coincident index for the state of the economy

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