Le raccordement de segments hétérogènes de séries chronologiques avec saisonnalité = Linking heterogeneous segments of seasonal time series / by Pierre A. Cholette.: CS11-614/85-19-PDF
"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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| Title | Le raccordement de segments hétérogènes de séries chronologiques avec saisonnalité = Linking heterogeneous segments of seasonal time series / by Pierre A. Cholette. |
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| Publication type | Monograph - View Master Record |
| Language | Bilingual-[English | French] |
| Format | Digital text |
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| Parallel description | [French] |
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| Description | 16 p. |
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| Departmental catalogue number | 11-614 |
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