Estimation of moving trading-day variations with application to the Canadian Retail Trade series: CS11-617/94-8E-PDF

"Many changes in the opening hours and days of stores have occurred in Canada. Because of this and other reasons explained in the paper, the trading-day variations have evolved considerably during the last two decades. However, the methods used to calculate those variations still assume constant relative daily weights. As a result, the monthly seasonally adjusted Retail Trade series have recently displayed residual variations, which are likely attributable to an inadequate estimation of the trading-day component. The paper presents the solution adopted to solve the problem. The paper also presents an alternative method, based on regression with stochastic parameters"--Abstract.

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Department/Agency Statistics Canada. Methodology Branch.
Title Estimation of moving trading-day variations with application to the Canadian Retail Trade series
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. BSMD-94-008E." "September 7, 1994."
Date 1994.
Number of Pages 19 p.
Catalogue Number
  • CS11-617/94-8E-PDF
Departmental Catalogue Number 11-617 no. 94-08
Subject Terms Statistical analysis, Methodology, Retail trade