Publication:
Una nota sobre agregación temporal

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http://eprints.ucm.es/25247/
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Publication Date
1989
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Facultad de Ciencias Económicas y Empresariales. Decanato
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Abstract
El presente trabajo pretende compensar en parte la laguna existente en relación al tratamiento de la agregación temporal con unidades de distinta longitud. En este sentido, postula un modelo de tendencia lineal para la serie desagregada examinando el efecto de la agregación y su tratamiento en distintos supuestos respecto a la longitud de las unidades utilizadas.
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UCM subjects
Econometría (Economía)
Unesco subjects
5302 Econometría
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Citation
Bell, W. R. and Hillmer, S. C. (1983) "Modeling Time Series with Calendar Variation". J.A.S.A., 78, nº 383. Cleveland, W. S. and Devlin, S. J. (1980) "Calendar Effects in Monthly Time Series: Detection by Spectrum Analysis and Graphical Methods". J.A.S.A., 75, nº 371. Cleveland, W. S. and Devlin, S. J. (1982) "Calendar Effects in Monthly Time Series: Modeling and Adjustment". J.A.S.A., 77, nº 379. Cleveland, W. S. and Grupe, M. R. (1983) "Modeling Time Series when Calendar Effects are presento". Applied Time Series Analysis of Economic Data. A. Zellner (editor). Bureau of the Census. Granger, C. W. J. (1963) "The Effect of Varying Month-Length on the Analysis of Economic Time Series". L'Industria. Milano. Liu, Lon-Mu (1986) "Identification of Time Series Models in the Presence of Calendar Variation". International Journal of Forcasting, 2. Oller, L. E. (1978) Time Series Analysis of Finnish Foreing Trade. Finnish Statistical Society. Pfeffermann, D. and Fisher, J. M. (1982) Festival and Working Days Prior Adjustments in Economic Time Series. International Statistical Review, 50. Stram, D. O. and Wei, W. W. S. (1986) Temporal Aggregation in the Arima Process". Journal of the Time Series Analysis, 7, nº 4. Weiss, A. A. (1984) Systematic Sampling and Temporal Aggregation in Time Series Models. Journal of Econometrics, 26.
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https://hdl.handle.net/20.500.14352/63927
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