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

Gordon L. Myer and John F. Yanagida

Western Journal of Agricultural Economics, 1984, vol. 09, issue 01, 7

Abstract: 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.

Keywords: Demand and Price Analysis; Research Methods/Statistical Methods (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:wjagec:32375

DOI: 10.22004/ag.econ.32375

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