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Benchmarking time series with autocorrelated sampling errors: CS11-614/91-5E-PDF

"The Denton method is widely used by statistical agencies to benchmark time series (i.e. to adjust them to annual benchmarks). This method does not take into account the presence of autocorrelated sampling errors in the original data. This paper investigates to which extent this omission affects the efficiency of the method relative to optimal regression models that incorporates various types of ARMA processes for autocorrelated sampling errors"--Abstract.

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Department/Agency Statistics Canada. Methodology Branch.
Title Benchmarking time series with autocorrelated sampling errors
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]. "Working paper TSRA-91-005E." "May 1991."
Date 1991.
Number of Pages 18 p.
Catalogue Number
  • CS11-614/91-5E-PDF
Departmental Catalogue Number 11-614E
Subject Terms Methodology, Statistical analysis