Forecasting demand in international markets: The case of correlated time series

Chezy Ofir and Adi Raveh

Journal of Forecasting, 1987, vol. 6, issue 1, 41-50

Abstract: In this paper a data analysis tool for analyzing highly correlated time series data is suggested. The main objective is to unify multiple time series into a single series and then apply a univariate method for the purpose of prediction. This method is essentially efficient for analyzing multiple time series with sparse data. Several time series data of relative demand for black and white television receivers in various countries are analyzed and quite accurate predictions are obtained.

Date: 1987
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https://doi.org/10.1002/for.3980060104

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:6:y:1987:i:1:p:41-50

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