Abstract
Adding the values of a variable associated with consecutive time periods is the type of temporal aggregation considered in this chapter. Examples of flow variables where this form of aggregation is common are income, consumption expenditures, sales, imports, etc.. For instance, the annual income is the sum of monthly or quarterly incomes. In this chapter forecasts of the aggregate will be investigated.
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© 1987 Springer-Verlag Berlin Heidelberg
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Lütkepohl, H. (1987). Temporal Aggregation of Flow Variables. In: Forecasting Aggregated Vector ARMA Processes. Lecture Notes in Economics and Mathematical Systems, vol 284. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-61584-9_8
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DOI: https://doi.org/10.1007/978-3-642-61584-9_8
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-17208-6
Online ISBN: 978-3-642-61584-9
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