Benchmarking socio-economic time series data: CS11-614/89-6E-PDF

a unified approach /

"This paper presents a unified approach for benchmarking socio-economic time series data. Benchmarking (e.g. Denton, 1971; Hillrner and Trabelsi, 1987) consists of estimating time series when measurements of the target variable are available at differing frequencies, e.g. monthly and annually. Most benchmarking methods can be seen as particular cases of the proposed unified approach. Furthermore, the statistical properties available with the general model carry over to the previous methods, which were often developed "ad hoc". The unified approach, based on Generalized Least Squares with stochastic parameters, also encompasses interpolation and temporal disaggregation methods (e.g. Soot, Feibes and Lisman, 1967; Chow-Liri, 1971). However, the paper deals mainly with benchmarking"--Abstract.

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Department/Agency Statistics Canada. Methodology Branch.
Title Benchmarking socio-economic time series data
Subtitle a unified approach /
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "Revised June 27 1989."
Date 1989.
Number of Pages 45 p.
Catalogue Number
  • CS11-614/89-6E-PDF
Departmental Catalogue Number 11-614E no. 89-06
Edition Rev. ed.
Subject Terms Methodology, Statistical analysis