For forecasting and economic analysis many variables are used in logarithms (logs). In time series analysis this … beneficial for forecasting. Forecasts based on the original series are compared to forecasts based on logs. It is found that it … substantial forecasting improvements from taking logs are found if the log transformation actually stabilizes the variance of the …

aggregates are time-varying, much of the literature on forecasting aggregates considers the case of linear aggregates with fixed … theoretical setup and the forecasting results. -- forecasting ; stochastic aggregation ; autoregression ; moving average ; vector …