Effect of outliers on forecasting temporally aggregated flow variables
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DOI: 10.1007/BF02595778
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References listed on IDEAS
- Daniel O. Stram & William W. S. Wei, 1986. "Temporal Aggregation In The Arima Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 7(4), pages 279-292, July.
- L. K. Hotta & J. Cardosc Neto, 1993. "The Effect Of Aggregation On Prediction In Autoregressive Integrated Moving‐Average Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(3), pages 261-269, May.
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Cited by:
- SILVESTRINI, Andrea & VEREDAS, David, 2005.
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- Andrea, SILVESTRINI, 2005. "Temporal aggregaton of univariate linear time series models," Discussion Papers (ECON - Département des Sciences Economiques) 2005044, Université catholique de Louvain, Département des Sciences Economiques.
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More about this item
Keywords
Additive outliers; innovation outliers; forecasting; temporal aggregation; 62M10; 62M20;All these keywords.
JEL classification:
Statistics
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