Temporal Aggregation of Stock Variables — Systematically Missing Observations

  • Helmut Lütkepohl
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 284)


The subject of this chapter is temporal aggregation of stock variables where the aggregate consists of every m-th variable (or vector of variables) of the original, full process. In other words, forecasting time series with systematically (or periodically) missing observations will be discussed. Treating this special form of aggregation separately is useful in order to demonstrate the implications of the general results of the previous chapter for this special case.


Asymptotic Theory Data Generation Process Forecast Horizon Partial Process Forecast Time Series 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 1987

Authors and Affiliations

  • Helmut Lütkepohl
    • 1
  1. 1.Institut für Statistik und ÖkonometrieUniversität HamburgHamburg 13Germany

Personalised recommendations