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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.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.838373&sl=0

Publication information
Department/Agency
  • Canada. Statistics Canada. Methodology Branch.
TitleBenchmarking time series with autocorrelated sampling errors / by Pierre A. Cholette and Estela Bee Dagum.
Series title
  • Working paper ; 91-5
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
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.
Description18 p.
Catalogue number
  • CS11-614/91-5E-PDF
Departmental catalogue number11-614E
Subject terms
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