COMBINING ANNUAL ECONOMETRIC FORECASTS WITH QUARTERLY ARIMA FROECASTS: A HEURISTIC APPROACH

Data limitations often limit the time framework in which agricultural commodities are modeled and prices forecasted. Our research provides a technique to alleviate this constraint. By combining an annual econometric model with a quarterly ARIMA model, quarterly forecasts can be made which utilize the theoretical and structural foundations in econometric modeling.

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Year of publication:	1984
Authors:	Myer, Gordon L. ; Yanagida, John F.
Published in:	Western Journal of Agricultural Economics. - Western Agricultural Economics Association - WAEA. - Vol. 09.1984, 01
Publisher:	Western Agricultural Economics Association - WAEA
Subject:	Demand and Price Analysis \| Research Methods/ Statistical Methods

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005804215