By Helmut Lütkepohl
This research is anxious with forecasting time sequence variables and the effect of the extent of aggregation at the potency of the forecasts. in view that temporally and contemporaneously disaggregated facts at numerous degrees became on hand for lots of international locations, areas, and variables over the past many years the query which information and approaches to exploit for prediction has develop into more and more vital lately. This research goals at declaring many of the difficulties concerned and at professional viding a few feedback the way to continue particularly events. some of the effects were circulated as operating papers, a few were released as magazine articles, and a few were offered at meetings and in seminars. I exhibit my gratitude to all those that have commented on elements of this examine. they're too a number of to be in this article and lots of of them are nameless referees and are for this reason unknown to me. a few early effects with regards to the current research are contained in my monograph "Prognose aggregierter Zeitreihen" (Lutkepohl (1986a)) which was once basically accomplished in 1983. the current examine includes significant extensions of that study and likewise summarizes the sooner effects to the level they're of curiosity within the context of this examine.
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