Simulation methods are used to measure the expected differentials between the Mean Square Errors of the forecasts from models based on temporally disaggregated versus aggregated data. This allows for novel comparisons including long-order ARMA models, such as those expected with weekly data,...

Simulation methods are used to measure the expected differentials between the Mean Square Errors of the forecasts from models based on temporally disaggregated versus aggregated data. This allows for novel comparisons including long-order ARMA models, such as those expected with weekly data,...