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.
|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]|
|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."|
|Number of Pages||16 p.|
|Departmental Catalogue Number||11-614|
|Subject Terms||Statistical analysis, Methodology|
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