COMBINING ANNUAL ECONOMETRIC FORECASTS WITH QUARTERLY ARIMA FROECASTS: A HEURISTIC APPROACH

Data limitations often limit the time framework in which agricultural commodities are modeled and prices forecasted. Our research provides a technique to alleviate this constraint. By combining an annual econometric model with a quarterly ARIMA model, quarterly forecasts can be made which utilize the theoretical and structural foundations in econometric modeling.


Issue Date:
1984-07
Publication Type:
Journal Article
PURL Identifier:
http://purl.umn.edu/32375
Published in:
Western Journal of Agricultural Economics, Volume 09, Number 1
Page range:
200-206
Total Pages:
7




 Record created 2017-04-01, last modified 2017-04-27

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