Benchmarking time series with autocorrelated sampling errors / by Pierre A. Cholette and Estela Bee Dagum.: CS11-614/91-5E-PDF
"The Denton method is widely used by statistical agencies to benchmark time series (i.e. to adjust them to annual benchmarks). This method does not take into account the presence of autocorrelated sampling errors in the original data. This paper investigates to which extent this omission affects the efficiency of the method relative to optimal regression models that incorporates various types of ARMA processes for autocorrelated sampling errors"--Abstract.
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| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | Benchmarking time series with autocorrelated sampling errors / by Pierre A. Cholette and Estela Bee Dagum. |
| Series title | Working paper ; 91-5 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working paper TSRA-91-005E." "May 1991." Includes bibliographic references. Abstract in French. |
| Publishing information | Ottawa : Statistics Canada, 1991. |
| Author / Contributor | Cholette, Pierre-A. (Pierre-Arthur), 1948- Dagum, Estela Bee. |
| Description | 18 p. |
| Catalogue number |
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| Departmental catalogue number | 11-614E |
| Subject terms | Methodology Statistical analysis |
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