Aggregated Personalistic Beliefs on Yields of Selected Crops Estimated Using ARIMA Processes
研究1977年加州三种大田作物农民个人产量概率分布的聚合结果与ARIMA模型估计的对比，发现ARIMA能匹配期望值，但高阶矩拟合较差。
Abstract This study investigates the empirical relationships between the aggregated elicited probability distributions from individual farmers on yields of three 1977 California field crops and their data‐based representations. The comparison suggests that for expected values, the ARIMA representations agree with the aggregated elicited distributions. However, for higher moments, the ARIMA processes do much poorer in representing the elicited distributions.