Forecasting Aggregated Vector ARMA Processes:
This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last d...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1987
|
| Ausgabe: | 1st ed. 1987 |
| Schriftenreihe: | Lecture Notes in Economics and Mathematical Systems
284 |
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Zusammenfassung: | This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last decades the question which data and procedures to use for prediction has become increasingly important in recent years. This study aims at pointing out some of the problems involved and at pro viding some suggestions how to proceed in particular situations. Many of the results have been circulated as working papers, some have been published as journal articles, and some have been presented at conferences and in seminars. I express my gratitude to all those who have commented on parts of this study. They are too numerous to be listed here and many of them are anonymous referees and are therefore unknown to me. Some early results related to the present study are contained in my monograph "Prognose aggregierter Zeitreihen" (Lutkepohl (1986a)) which was essentially completed in 1983. The present study contains major extensions of that research and also summarizes the earlier results to the extent they are of interest in the context of this study |
| Beschreibung: | 1 Online-Ressource (X, 323 p) |
| ISBN: | 9783642615849 |
| DOI: | 10.1007/978-3-642-61584-9 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV046871579 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 200828s1987 |||| o||u| ||||||eng d | ||
| 020 | |a 9783642615849 |9 978-3-642-61584-9 | ||
| 024 | 7 | |a 10.1007/978-3-642-61584-9 |2 doi | |
| 035 | |a (ZDB-2-SBE)978-3-642-61584-9 | ||
| 035 | |a (OCoLC)863773534 | ||
| 035 | |a (DE-599)BVBBV046871579 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-634 | ||
| 082 | 0 | |a 330.1 |2 23 | |
| 084 | |a QH 170 |0 (DE-625)141536: |2 rvk | ||
| 084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
| 084 | |a SI 853 |0 (DE-625)143200: |2 rvk | ||
| 100 | 1 | |a Lütkepohl, Helmut |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Forecasting Aggregated Vector ARMA Processes |c by Helmut Lütkepohl |
| 250 | |a 1st ed. 1987 | ||
| 264 | 1 | |a Berlin, Heidelberg |b Springer Berlin Heidelberg |c 1987 | |
| 300 | |a 1 Online-Ressource (X, 323 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Lecture Notes in Economics and Mathematical Systems |v 284 | |
| 520 | |a This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last decades the question which data and procedures to use for prediction has become increasingly important in recent years. This study aims at pointing out some of the problems involved and at pro viding some suggestions how to proceed in particular situations. Many of the results have been circulated as working papers, some have been published as journal articles, and some have been presented at conferences and in seminars. I express my gratitude to all those who have commented on parts of this study. They are too numerous to be listed here and many of them are anonymous referees and are therefore unknown to me. Some early results related to the present study are contained in my monograph "Prognose aggregierter Zeitreihen" (Lutkepohl (1986a)) which was essentially completed in 1983. The present study contains major extensions of that research and also summarizes the earlier results to the extent they are of interest in the context of this study | ||
| 650 | 4 | |a Economic Theory/Quantitative Economics/Mathematical Methods | |
| 650 | 4 | |a Economic theory | |
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Vektor |0 (DE-588)4202708-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Prognoseverfahren |0 (DE-588)4358095-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a ARMA-Modell |0 (DE-588)4002933-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Prognose |0 (DE-588)4047390-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Aggregation |0 (DE-588)4000728-5 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Prognose |0 (DE-588)4047390-9 |D s |
| 689 | 0 | 1 | |a ARMA-Modell |0 (DE-588)4002933-5 |D s |
| 689 | 0 | 2 | |a Aggregation |0 (DE-588)4000728-5 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Vektor |0 (DE-588)4202708-1 |D s |
| 689 | 1 | |5 DE-604 | |
| 689 | 2 | 0 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 2 | |5 DE-604 | |
| 689 | 3 | 0 | |a Prognoseverfahren |0 (DE-588)4358095-6 |D s |
| 689 | 3 | |5 DE-604 | |
| 689 | 4 | 0 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 4 | |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9783540172086 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9783642615856 |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-642-61584-9 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-2-SBE |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SBE_Archiv | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032281711 | ||
| 966 | e | |u https://doi.org/10.1007/978-3-642-61584-9 |l BTU01 |p ZDB-2-SBE |q ZDB-2-SBE_Archiv |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804181719567302656 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Lütkepohl, Helmut |
| author_facet | Lütkepohl, Helmut |
| author_role | aut |
| author_sort | Lütkepohl, Helmut |
| author_variant | h l hl |
| building | Verbundindex |
| bvnumber | BV046871579 |
| classification_rvk | QH 170 QH 237 SI 853 |
| collection | ZDB-2-SBE ZDB-2-BAE |
| ctrlnum | (ZDB-2-SBE)978-3-642-61584-9 (OCoLC)863773534 (DE-599)BVBBV046871579 |
| dewey-full | 330.1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.1 |
| dewey-search | 330.1 |
| dewey-sort | 3330.1 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-642-61584-9 |
| edition | 1st ed. 1987 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03853nmm a2200685zcb4500</leader><controlfield tag="001">BV046871579</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">200828s1987 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783642615849</subfield><subfield code="9">978-3-642-61584-9</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-642-61584-9</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-2-SBE)978-3-642-61584-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)863773534</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV046871579</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.1</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 170</subfield><subfield code="0">(DE-625)141536:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SI 853</subfield><subfield code="0">(DE-625)143200:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Lütkepohl, Helmut</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Forecasting Aggregated Vector ARMA Processes</subfield><subfield code="c">by Helmut Lütkepohl</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1st ed. 1987</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin, Heidelberg</subfield><subfield code="b">Springer Berlin Heidelberg</subfield><subfield code="c">1987</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (X, 323 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Lecture Notes in Economics and Mathematical Systems</subfield><subfield code="v">284</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last decades the question which data and procedures to use for prediction has become increasingly important in recent years. This study aims at pointing out some of the problems involved and at pro viding some suggestions how to proceed in particular situations. Many of the results have been circulated as working papers, some have been published as journal articles, and some have been presented at conferences and in seminars. I express my gratitude to all those who have commented on parts of this study. They are too numerous to be listed here and many of them are anonymous referees and are therefore unknown to me. Some early results related to the present study are contained in my monograph "Prognose aggregierter Zeitreihen" (Lutkepohl (1986a)) which was essentially completed in 1983. The present study contains major extensions of that research and also summarizes the earlier results to the extent they are of interest in the context of this study</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic Theory/Quantitative Economics/Mathematical Methods</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic theory</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Vektor</subfield><subfield code="0">(DE-588)4202708-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Prognoseverfahren</subfield><subfield code="0">(DE-588)4358095-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">ARMA-Modell</subfield><subfield code="0">(DE-588)4002933-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Prognose</subfield><subfield code="0">(DE-588)4047390-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Aggregation</subfield><subfield code="0">(DE-588)4000728-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Prognose</subfield><subfield code="0">(DE-588)4047390-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">ARMA-Modell</subfield><subfield code="0">(DE-588)4002933-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Aggregation</subfield><subfield code="0">(DE-588)4000728-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Vektor</subfield><subfield code="0">(DE-588)4202708-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="3" ind2="0"><subfield code="a">Prognoseverfahren</subfield><subfield code="0">(DE-588)4358095-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="4" ind2="0"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="4" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9783540172086</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9783642615856</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-642-61584-9</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SBE</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SBE_Archiv</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032281711</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-642-61584-9</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="q">ZDB-2-SBE_Archiv</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV046871579 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:15:36Z |
| indexdate | 2024-07-10T08:56:08Z |
| institution | BVB |
| isbn | 9783642615849 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032281711 |
| oclc_num | 863773534 |
| open_access_boolean | |
| owner | DE-634 |
| owner_facet | DE-634 |
| physical | 1 Online-Ressource (X, 323 p) |
| psigel | ZDB-2-SBE ZDB-2-BAE ZDB-2-SBE_Archiv ZDB-2-SBE ZDB-2-SBE_Archiv |
| publishDate | 1987 |
| publishDateSearch | 1987 |
| publishDateSort | 1987 |
| publisher | Springer Berlin Heidelberg |
| record_format | marc |
| series2 | Lecture Notes in Economics and Mathematical Systems |
| spelling | Lütkepohl, Helmut Verfasser aut Forecasting Aggregated Vector ARMA Processes by Helmut Lütkepohl 1st ed. 1987 Berlin, Heidelberg Springer Berlin Heidelberg 1987 1 Online-Ressource (X, 323 p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Economics and Mathematical Systems 284 This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last decades the question which data and procedures to use for prediction has become increasingly important in recent years. This study aims at pointing out some of the problems involved and at pro viding some suggestions how to proceed in particular situations. Many of the results have been circulated as working papers, some have been published as journal articles, and some have been presented at conferences and in seminars. I express my gratitude to all those who have commented on parts of this study. They are too numerous to be listed here and many of them are anonymous referees and are therefore unknown to me. Some early results related to the present study are contained in my monograph "Prognose aggregierter Zeitreihen" (Lutkepohl (1986a)) which was essentially completed in 1983. The present study contains major extensions of that research and also summarizes the earlier results to the extent they are of interest in the context of this study Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Vektor (DE-588)4202708-1 gnd rswk-swf Prognoseverfahren (DE-588)4358095-6 gnd rswk-swf ARMA-Modell (DE-588)4002933-5 gnd rswk-swf Prognose (DE-588)4047390-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Aggregation (DE-588)4000728-5 gnd rswk-swf Prognose (DE-588)4047390-9 s ARMA-Modell (DE-588)4002933-5 s Aggregation (DE-588)4000728-5 s DE-604 Vektor (DE-588)4202708-1 s Stochastischer Prozess (DE-588)4057630-9 s Prognoseverfahren (DE-588)4358095-6 s Zeitreihenanalyse (DE-588)4067486-1 s Erscheint auch als Druck-Ausgabe 9783540172086 Erscheint auch als Druck-Ausgabe 9783642615856 https://doi.org/10.1007/978-3-642-61584-9 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Lütkepohl, Helmut Forecasting Aggregated Vector ARMA Processes Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Zeitreihenanalyse (DE-588)4067486-1 gnd Vektor (DE-588)4202708-1 gnd Prognoseverfahren (DE-588)4358095-6 gnd ARMA-Modell (DE-588)4002933-5 gnd Prognose (DE-588)4047390-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Aggregation (DE-588)4000728-5 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4202708-1 (DE-588)4358095-6 (DE-588)4002933-5 (DE-588)4047390-9 (DE-588)4057630-9 (DE-588)4000728-5 |
| title | Forecasting Aggregated Vector ARMA Processes |
| title_auth | Forecasting Aggregated Vector ARMA Processes |
| title_exact_search | Forecasting Aggregated Vector ARMA Processes |
| title_exact_search_txtP | Forecasting Aggregated Vector ARMA Processes |
| title_full | Forecasting Aggregated Vector ARMA Processes by Helmut Lütkepohl |
| title_fullStr | Forecasting Aggregated Vector ARMA Processes by Helmut Lütkepohl |
| title_full_unstemmed | Forecasting Aggregated Vector ARMA Processes by Helmut Lütkepohl |
| title_short | Forecasting Aggregated Vector ARMA Processes |
| title_sort | forecasting aggregated vector arma processes |
| topic | Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Zeitreihenanalyse (DE-588)4067486-1 gnd Vektor (DE-588)4202708-1 gnd Prognoseverfahren (DE-588)4358095-6 gnd ARMA-Modell (DE-588)4002933-5 gnd Prognose (DE-588)4047390-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Aggregation (DE-588)4000728-5 gnd |
| topic_facet | Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Zeitreihenanalyse Vektor Prognoseverfahren ARMA-Modell Prognose Stochastischer Prozess Aggregation |
| url | https://doi.org/10.1007/978-3-642-61584-9 |
| work_keys_str_mv | AT lutkepohlhelmut forecastingaggregatedvectorarmaprocesses |