Benchmarking time series with autocorrelated sampling errors: CS11-614/93-3E-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 extant this omission affects the efficiency of the method relative to a regression method that incorporate various types of ARMA process 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 No. TSRA-93-003E." "March, 1993."
Date 1993.
Number of Pages 24 p. :
Catalogue Number
  • CS11-614/93-3E-PDF
Departmental Catalogue Number 11-614 no. 93-3
Subject Terms Statistical analysis, Methodology