| Article ID: | iaor200143 |
| Country: | Netherlands |
| Volume: | 16 |
| Issue: | 1 |
| Start Page Number: | 117 |
| End Page Number: | 119 |
| Publication Date: | Jan 2000 |
| Journal: | International Journal of Forecasting |
| Authors: | Abeysinghe Tilak |
The transformation introduced in Abeysinghe to model dynamic regressions with variables of different frequencies creates an autocorrelation problem when applied to flow variables. This exercise shows that the magnitude of the autocorrelation is rather small and offers a solution to the problem.