1987 | OriginalPaper | Buchkapitel
Temporal Aggregation of Flow Variables
verfasst von : Prof.Dr. Helmut Lütkepohl
Erschienen in: Forecasting Aggregated Vector ARMA Processes
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
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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.