IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Propagación de los errores de proyección de las series de tiempo ajustadas con modelos de espacio de estado

Listed author(s):
  • Adriana Fátima Panico de Bruguera

    (Universidad Nacional del Tucumán. Argentina.)

  • María Angélica Pérez del Negro

    (Universidad Nacional del Tucumán. Argentina.)

One of the most important problems in the analysis of the series of time is the projection of future values. But at any moment one is due to consider that cannot be predicted the future, is only possible to be analyzed the past, to be hoped that the model persists and on the basis of it to make the estimations of future values by means of a projection towards in front of the generating model of the observations. When the series represents some economic variable, the practical importance of the projection is evident. The objective in the present work is to study the errors that take place in the process of estimation and prediction, explaining the form in which they propagate, by means of a simple mathematical expression, and how they influence when a series is the accumulated ones of others. For statistical the modeled analysis and of the treated series of time, the approach of state space is applied, which, as it were demonstrated in diverse published works, is very satisfactory at the time of making projections and in addition very useful in the application to diverse real problems.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
Download Restriction: no

Article provided by Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna in its journal Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016).

Volume (Year): 5 (2006)
Issue (Month): (November)
Pages: 1-11

in new window

Handle: RePEc:eac:articl:14/05
Contact details of provider: Web page:

More information through EDIRC

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:eac:articl:14/05. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jose González Seoane)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.