A methodology of combining annual econometric forecasts with quarterly ARIMA forecasts

Gordon Myer and John F. Yanagida

No 291702, WAEA/ WFEA Conference Archive (1929-1995) from Western Agricultural Economics Association

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.

Keywords: Agricultural and Food Policy; Financial Economics (search for similar items in EconPapers)
Pages: 14
Date: 1981-07
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Persistent link: https://EconPapers.repec.org/RePEc:ags:waeaar:291702

DOI: 10.22004/ag.econ.291702

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