Forecasting contemporal aggregates of multiple time series

By G. Tiao, I. Guttman. 1980

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. George Athanasopoulos
2. Rob J Hyndman
3. Han Lin Shang
4. R. Ahmed
5. Fotios Petropoulos
6. Christoph Bergmeir
7. Shanika L. Wickramasuriya
8. Nikolaos Kourentzes

Citations in the corpus

• Optimal combination forecasts for hierarchical time series (2011, background): “Tiao & Guttman (1980) and Kohn (1982) used more theoretical arguments to show that the efficiency of aggregation depends on the covariance structure of the component series.”
• Forecasting Euro Area Inflation: Does Aggregating Forecasts by Hicp Component Improve Forecast Accuracy? (2003, unknown): “Another strand of the theoretical literature has focussed on the effect of contemporaneous aggregation on forecasting accuracy, for example Rose (1977), Tiao & Guttman (1980), Wei & Abraham (1981), Kohn (1982) and Lütkepohl (1984a, b, 1987).”