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Effect of outliers on forecasting temporally aggregated flow variables

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  • Luiz Hotta
  • Pedro Pereira
  • Rissa Ota

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Suggested Citation

  • Luiz Hotta & Pedro Pereira & Rissa Ota, 2004. "Effect of outliers on forecasting temporally aggregated flow variables," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 371-402, December.
    • Handle: RePEc:spr:testjl:v:13:y:2004:i:2:p:371-402
    DOI: 10.1007/BF02595778
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    References listed on IDEAS

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    1. 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.
    2. 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:

    1. SILVESTRINI, Andrea & VEREDAS, David, 2005. "Temporal aggregation of univariate linear time series models," LIDAM Discussion Papers CORE 2005059, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

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