Fang, Yue; Koreisha, Sergio G. - In: Journal of Forecasting 23 (2004) 4, pp. 275-296
This article develops and extends previous investigations on the temporal aggregation of ARMA predications. Given a basic ARMA model for disaggregated data, two sets of predictors may be constructed for future temporal aggregates: predictions based on models utilizing aggregated data or on...