Le raccordement de segments hétérogènes de séries chronologiques avec saisonnalité: CS11-614/85-19-PDF

Linking heterogeneous segments of seasonal time series /

"Conceptual or statistical changes sometimes cause a discontinuity in the seasonal and the trend-cycle movements of certain time series. This creates two heterogeneous segments with respect to the level and the seasonal movement. As a result, the new segrrent of the series is often impossible to seasonally adjust. This paper presents a method to link the two heterogeneous segments. The resulting linked series distributes the discontinuity in the seasonal and trend-cycle movements over a transition interval and preserves as much as possible of the non-seasonal movement of the first segment. It is then possible to seasonally adjust the linked series, which yields valid seasonal factors for the new segment"--Abstract.

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Department/Agency Statistics Canada. Methodology Branch.
Title Le raccordement de segments hétérogènes de séries chronologiques avec saisonnalité
Subtitle Linking heterogeneous segments of seasonal time series /
Series Title Working paper ;
Publication Type Series - View Master Record
Language Bilingual-[English | French]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "Research Paper 84-01-001B." "Paper presented at the annual meeting of the American Statistical Association, Business and Economic Statistics Section, Philadelphia, August 1984."
Date [1984].
Number of Pages 16 p.
Catalogue Number
  • CS11-614/85-19-PDF
Departmental Catalogue Number 11-614
Subject Terms Statistical analysis, Methodology