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005 | 20221107151237 |
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008 | 170607s1984 onc |o||||f|0| 0|eng d |
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040 | |aCaOODSP|beng |
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041 | |aeng|afre |
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043 | |an-cn--- |
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086 | 1 |aCS11-614/85-19-PDF |
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100 | 1 |aCholette, Pierre-A. (Pierre-Arthur), |d1948- |
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245 | 13|aLe raccordement de segments hétérogènes de séries chronologiques avec saisonnalité |h[electronic resource] = |bLinking heterogeneous segments of seasonal time series / |cby Pierre A. Cholette. |
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246 | 11|aLinking heterogeneous segments of seasonal time series |
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260 | |aOttawa : |bStatistics Canada, |c[1984]. |
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300 | |a16 p. |
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490 | 1 |aWorking paper ;|v85-19 |
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500 | |aDigitized edition from print [produced by Statistics Canada]. |
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500 | |a"Research Paper 84-01-001B." |
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500 | |a"Paper presented at the annual meeting of the American Statistical Association, Business and Economic Statistics Section, Philadelphia, August 1984." |
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504 | |aIncludes bibliographic references. |
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520 | 3 |a"Conceptual or statistical changes sometimes cause a discontinuity in the seasonal and the trend-cycle movements of certain time series. This creates two heterogeneous segments with respect to the level and the seasonal movement. As a result, the new segrrent of the series is often impossible to seasonally adjust. This paper presents a method to link the two heterogeneous segments. The resulting linked series distributes the discontinuity in the seasonal and trend-cycle movements over a transition interval and preserves as much as possible of the non-seasonal movement of the first segment. It is then possible to seasonally adjust the linked series, which yields valid seasonal factors for the new segment"--Abstract. |
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546 | |aText in English and in French. |
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692 | 07|2gccst|aStatistical analysis |
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692 | 07|2gccst|aMethodology |
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710 | 1 |aCanada. |bStatistics Canada. |bMethodology Branch. |
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792 | |tLe raccordement de segments hétérogènes de séries chronologiques avec saisonnalité |w(CaOODSP)9.837866 |
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830 | #0|aWorking paper (Statistics Canada. Methodology Branch)|v85-19|w(CaOODSP)9.834763 |
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856 | 40|qPDF|s2.54 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-85-19.pdf |
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