Modeling variables of different frequencies
International Journal of ForecastingPublished 1 January 2000
Tilak Abeysinghe
Citations19
SJR quartileQ1
SJR score2.43
SNIP3.36
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Abstract
The transformation introduced in Abeysinghe (1998: International Journal of Forecasting 14, 505-513) to model dynamic regressions with variables of different frequencies creates an autocorrelation problem when applied to flow variables. This exercise shows that the magnitude of the autocorrelation is rather small and offers a solution to the problem.
Keywords
Decision SciencesEngineering
International Journal of ForecastingForecasting Singapore's quarterly GDP with monthly external trade
25 Citations1998Tilak Abeysinghe