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1981•RePEc: Research Papers in EconomicsOpen access

A methodology of combining annual econometric forecasts with quarterly ARIMA forecasts

Gordon L. Myer, John F. Yanagida, Myer, Gordon, Yanagida, John F.

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Abstract

Data limitations, often times, limits the time framework in which agricultural commodities are modelled and prices forecasted. Our research provides a technique to alleviate this constraint. By combining an annual econometric model with a quarterly ARL\1A model, quarterly forecast can be made which utilize the theoretical and structural foundations in econometric modelling.

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Data limitations, often times, limits the time framework in which agricultural commodities are modelled and prices forecasted. Our research provides a technique to alleviate this constraint. By combining an annual econometric model with a quarterly ARL\1A model, quarterly forecast can be made which utilize the theoretical and structural foundations in econometric modelling.

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Available abstract

Data limitations, often times, limits the time framework in which agricultural commodities are modelled and prices forecasted. Our research provides a technique to alleviate this constraint. By combining an annual econometric model with a quarterly ARL\1A model, quarterly forecast can be made which utilize the theoretical and structural foundations in econometric modelling.

Key concepts: Econometric model, Econometrics, Autoregressive integrated moving average, Economics, Constraint (computer-aided design), Statistics, Time series, Mathematics

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