Forecasting an aggregate of cointegrated disaggregates
Article Abstract:
Research information regarding forecasting techniques and theories are outlined. One theory establishes conditions under which forecasts of an aggregate variable obtained from a disaggregate VECM will be equal to those from an aggregate, univariate time series model.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
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Detection of Outliers and Level Shifts in Time Series: An evaluation of two alternative procedures
Article Abstract:
Research information in regards to detecting outliers and level shifts in time series are given. R.S. Tsay and N.S. Balke present a unified method to detect and handle innovational and additive ouliers, and permanent and transient level changes.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
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Forecasting for the Generation of Trading Signals in Financial Markets
Article Abstract:
Financial forecasting research is outlined in this article. The research shows that optimal trading results can be achieved if we can forecast a key summary statistic of future prices.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
User Contributions:
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