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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| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | Le raccordement de segments hétérogènes de séries chronologiques avec saisonnalité = Linking heterogeneous segments of seasonal time series / by Pierre A. Cholette. |
| Variant title | Linking heterogeneous segments of seasonal time series |
| Series title | Working paper ;85-19 |
| Publication type | Series - View Master Record |
| Language | Bilingual-[English | French] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Research Paper 84-01-001B." "Paper presented at the annual meeting of the American Statistical Association, Business and Economic Statistics Section, Philadelphia, August 1984." Includes bibliographic references. Text in English and in French. |
| Publishing information | Ottawa : Statistics Canada, [1984]. |
| Author / Contributor | Cholette, Pierre-A. (Pierre-Arthur), 1948- |
| Description | 16 p. |
| Catalogue number |
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| Departmental catalogue number | 11-614 |
| Subject terms | Statistical analysis Methodology |