Temporal Disaggregation of Time Series: An ARIMA-Based Approach

DOI10.2307/1403472zbMath0715.62173OpenAlexW2333717197MaRDI QIDQ3201448

Victor M. Guerrero

Publication date: 1990

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403472

zbMATH Keywords

interpolationtime seriesbest linear unbiased estimationbenchmarkingminimum mean-square erroradjustment to annual totals

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Economic time series analysis (91B84)

Related Items (9)

On the spectrum of randomly aggregate ARMA models ⋮ Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated ⋮ A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data ⋮ Temporal disaggregation of economic time series: The view from the trenches ⋮ Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP ⋮ Temporal and contemporaneous disaggregation of multiple economic time series ⋮ Multivariate temporal disaggregation with cross-sectional constraints ⋮ Interpolation and backdating with a large information set ⋮ A Benchmarking Approach to Temporal Disaggregation of Economic Time Series by Related Series

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