172
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

Temporal disaggregation and restricted forecasting of multiple population time series

, &
Pages 799-815 | Received 19 Apr 2009, Accepted 27 Jan 2010, Published online: 06 Jan 2011

References

  • Chow , G. and Lin , A. 1971 . Best linear unbiased interpolation, distribution and extrapolation of time series by related series . Rev. Econ. Stat. , 53 : 372 – 375 .
  • Clements , M. and Galvão , A. 2008 . Macroeconomic forecasting with mixed-frequency data: Forecasting output growth in the United States . J. Bus. Econ. Stat. , 26 : 546 – 554 .
  • Di Fonzo , T. 1990 . The estimation of m disaggregate time series when contemporaneous and temporal aggregates are known . Rev. Econ. Stat. , 72 : 178 – 182 .
  • Di Fonzo , T. 1994 . Temporal disaggregation of a system of time series when the aggregate is known: Optimal vs. adjustment methods , 1 – 22 . Paris : Workshop on Quarterly National Accounts .
  • Dufour , J. M. 1985 . Unbiasedness of predictions from estimated vector autoregressions . Econometric Theory , 1 : 387 – 402 .
  • Ghysels , E. , Santa-Clara , P. and Valkanov , R. 2006 . Predicting volatility: Getting the most out of return data sampled at different frequencies . J. Econometrics , 131 : 59 – 95 .
  • Gobierno del DF y Consejo de Población del Distrito Federal . 1997 . Programas de Población del Distrito Federal 2001–2006: Nivel normativo (Metas) , Dirección de Política Poblacional . Available at http://www.df.gob.mx/secretarias/social/copodf/index.html/ [Accessed 30 June 2006]
  • Gómez , N. and Guerrero , V. M. 2006 . Restricted forecasting with VAR models: An analysis of a test for joint compatibility between restrictions and forecasts . Int. J. Forecast. , 22 : 751 – 770 .
  • Gómez , V. , Maravall , A. and Peña , D. 1999 . Missing observations in ARIMA models: Skipping approach versus additive outlier approach . J. Econometrics , 88 : 341 – 363 .
  • Guerrero , V. M. and Nieto , F. H. 1999 . Temporal and contemporaneous disaggregation of multiple economic time series . Test , 8 ( 2 ) : 459 – 469 .
  • Guerrero , V. M. and Peña , D. 2000 . Linear combination of restrictions and forecasts in time series analysis . J. Forecast. , 19 : 103 – 122 .
  • Guerrero , V. M. and Peña , D. 2003 . Combining multiple time series predictors: A useful inferential procedure . J. Statist. Plann. Inference , 116 : 249 – 276 .
  • INEGI . 2005 . II Conteo de población y vivienda 2005: Distrito Federal , México : Dirección General de Estadística . Available at http://www.inegi.org.mx/est/contenidos/espanol/proyectos/conteos/conteo2005/bd/consulta2005/pt.asp?s=est&c=10401 [Accessed 19 February 2009]
  • INEGI . 2005 . II Conteo de población y vivienda 2005: Estado de México , México : Dirección General de Estadística . Available at http://www.inegi.org.mx/est/contenidos/espanol/proyectos/conteos/conteo2005/bd/consulta2005/pt.asp?s=est&c=10401 [Accessed 19 February 2009]
  • INEGI . Censos Generales de Población y Vivienda: Distrito Federal , 1940 – 2000 . México : Dirección General de Estadística .
  • INEGI . Censos Generales de Población y Vivienda: Estado de México , 1940 – 2000 . México : Dirección General de Estadística .
  • INEGI . Estadísticas vitales: Distrito Federal , 1994 – 2000 . México : Sistema Municipal de Base de Datos (SIMBAD . Available at http://www.inegi.gob.mx/inegi/default.asp/ [Accessed 30 June 2006]
  • INEGI . Estadísticas vitales: Estado de México , 1994 – 2000 . México : SIMBAD . Available at http://www.inegi.gob.mx/inegi/default.asp/ [Accessed 30 June 2006]
  • INEGI . 1995 . I Conteo de población y vivienda 1995: Distrito Federal , México : Dirección General de Estadística, SIMBAD . Available at http://www.inegi.gob.mx/inegi/default.asp/ [Accessed 8 December 2006]
  • INEGI . 1995 . I Conteo de población y vivienda 1995: Estado de México , México : Dirección General de Estadística, SIMBAD . Available at http://www.inegi.gob.mx/inegi/default.asp/ [Accessed 8 December 2006]
  • Lütkepohl , H. 2005 . New Introduction to Multiple Time Series Analysis , New York : Springer .
  • Nieto , F. H. 2007 . Ex post and ex ante prediction of unobservable multivariate time series: A structural-model based approach . J. Forecast. , 26 : 53 – 76 .
  • Nieto , F. H. and Guerrero , V. M. 1995 . Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated . Stat. Probab. Lett. , 22 : 303 – 310 .
  • Pankratz , A. 1989 . Time series forecasts and extra-model information . J. Forecast. , 8 : 75 – 83 .
  • Pavía , J. 2000 . Desagregación conjunta de series anuales: Perturbaciones AR(1) multivariante . Investigaciones económicas , 24 ( 3 ) : 727 – 737 .
  • Rossi , N. 1982 . A note on the estimation of disaggregate time series when the aggregate is known . Rev. Econ. Stat. , 64 : 695 – 696 .
  • Secretariat of Health . 1993 . Compendio histórico: Estadísticas vitales 1893–1993, Distrito Federal , México : Dirección General de Estadística Informática y Evaluación .
  • Secretariat of Health . 1993 . Compendio histórico: Estadísticas vitales 1893–1993, Estado de México , México : Dirección General de Estadística Informática y Evaluación .
  • Wei , W. W.S. 1990 . Time series analysis , California : Addison-Wesley .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.