Example-Based Specifications of Temporal Aggregation for ARMAX Model

Ze-hui JIN, Jia-liang HUA, Ying-ying HU, Zeng-min WANG

Abstract


This paper follows Brewer’s research to illustrate the case when the exogenous variable is involved in temporal aggregation of ARMAX model. We discussed both stock x and flow x in detail by examples, which has not been specified before.

Keywords


ARMAX model, Temporal Aggregation, Stock variable, Flow variable


DOI
10.12783/dtetr/amma2017/13384

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