A METHODOLOGICAL NOTE ON THE DISAGGREGATION OF TIME SERIES TOTALS

DOI10.1111/j.1467-9892.1986.tb00496.xzbMath0614.62116OpenAlexW2039917876MaRDI QIDQ4721463

Daniel O. Stram, William W. S. Wei

Publication date: 1986

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00496.x

zbMATH Keywords

aggregationdisaggregationautoregressive integrated moving averagegeneralized least squares approachARIMA processessubaggregate seriestime series prediction problem

Mathematics Subject Classification ID

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

Related Items

On the spectrum of randomly aggregate ARMA models ⋮ Temporal disaggregation of economic time series: The view from the trenches ⋮ Methods for quarterly disaggregation without indicators; a comparative study using simulation ⋮ Multivariate temporal disaggregation with cross-sectional constraints ⋮ Interpolation and backdating with a large information set ⋮ Temporal Disaggregation of Economic Time Series using Artificial Neural Networks ⋮ A Benchmarking Approach to Temporal Disaggregation of Economic Time Series by Related Series ⋮ Temporal disaggregation of stationary bivariate time series

Cites Work

• Effect of temporal aggregation on the dynamic relationship of two time series variables
• Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization