The effects of disaggregation on forecasting nonstationary time series
Pilar Poncela and Antonio García-Ferrer
| Year of publication: |
2014
|
|---|---|
| Authors: | Poncela, Pilar ; García-Ferrer, Antonio |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 4, p. 300-314
|
| Subject: | common trends | dynamic factor analysis | Kalman filter | multivariate time series | state-space models | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Theorie | Theory | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010425715