A note on the consistency of seasonally adjusted systems of series with particular reference to the Canadian employment series: CS11-614/89-13E-PDF
"For a given month the seasonally unadjusted figure for employment at the Canada level is identically equal to the sum of the corresponding provincial figures; and identically equal to the sum of the corresponding figures of the four age-sex groups (Males 15- 24 years, Males 25 years and over, Females 15-24 years, Females 25 years and over). After seasonal adjustment, the consistency of the system no longer prevails: the total obtained by summing over the provincial figures generally differs slightly from that obtained by summing over the age-sex groups. This document points out strategies to restore the consistency of a system of series, after seasonal adjustment or after any other statistical processing such as forecasting and benchmarking. Those strategies are based on generalized least square adjustment"--Abstract.
|Department/Agency||Statistics Canada. Methodology Branch.|
|Title||A note on the consistency of seasonally adjusted systems of series with particular reference to the Canadian employment series|
|Series Title||Working paper ;|
|Publication Type||Series - View Master Record|
|Electronic Document|| |
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|Note||Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA-89-013E." "September 1989."|
|Number of Pages||3|
|Departmental Catalogue Number||11-614E|
|Subject Terms||Methodology, Statistical analysis|
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