Estimation of moving trading-day variations with application to the Canadian Retail Trade series / by Pierre A. Cholette and Marietta Morry. : 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.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.840281&sl=1
| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | Estimation of moving trading-day variations with application to the Canadian Retail Trade series / by Pierre A. Cholette and Marietta Morry. |
| Titre de la série | Working paper ; 94-8 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working paper No. BSMD-94-008E." "September 7, 1994." Includes bibliographic references. Abstract also in French. |
| Information sur la publication | Ottawa : Statistics Canada, 1994. |
| Auteur / Contributeur | Cholette, Pierre-A. (Pierre-Arthur), 1948- Morry, M. |
| Description | 19 p. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-617 no. 94-08 |
| Descripteurs | Statistical analysis Methodology Retail trade |