Studies in Theoretical and Applied Statistics by Cira Perna Monica Pratesi & Anne Ruiz-Gazen

Author:Cira Perna, Monica Pratesi & Anne Ruiz-Gazen
Language: eng
Format: epub
Publisher: Springer International Publishing, Cham

(2)

where are matrices, is the C-mean vector, is a white noise and and are the usual difference perturbation and product operations.

The concise form for this model is described by Eq. 3 as follows:

(3)

with , where is the centering matrix and is the backshift operator.

The time series of NIC weights at the COICOP consumption class level are available on the ISTAT website for a time span from 1998 to 2016. However, we cannot base our prediction on the original ISTAT weights because of the time structure the forecasted weights would inherit. For instance, keeping the 2015 weights for the sake of comparison, the predicted one-step-ahead weights would share the structure of ISTAT weights for 2015,4

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