Scandinavian Working Papers in Economics

SSE/EFI Working Paper Series in Economics and Finance,
Stockholm School of Economics

No 39: Microbased Time Series Analysis: Optimal prediction of aggregated AR(1)- series from survey samples II

Claes-M. Cassel () and Peter Lundquist
Additional contact information
Claes-M. Cassel: Dept. of Economic Statistics, Stockholm School of Economics, Postal: Stockholm School of Economics, P.O. Box 6501, 113 83 Stockholm, Sweden

Abstract: Using a microbased superpopulation approach (see Cassel and Lundquist (1991), (1990))the question of optimal predictors of a population total of AR(1) series is analysed. Only a sample of the individual timeseries in the population is observed. From the sample the population total is predicted. Sampling aspects as well as aspects concerning the time series models are taken into account.

Keywords: Microbased time series analysis; superpopulation model; sampling error; autocorrelation function; optimal prediction

JEL-codes: C32; C42

15 pages, November 1994

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