Effect of outliers on forecasting temporally aggregated flow variables
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- SILVESTRINI, Andrea & VEREDAS, David, 2005.
"Temporal aggregation of univariate linear time series models,"
CORE Discussion Papers
2005059, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Andrea, SILVESTRINI, 2005. "Temporal aggregaton of univariate linear time series models," Discussion Papers (ECON - Département des Sciences Economiques) 2005044, Université catholique de Louvain, Département des Sciences Economiques.
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KeywordsAdditive outliers; innovation outliers; forecasting; temporal aggregation; 62M10; 62M20;
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