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008170725s1994    onc    |o    f|0| 0 eng d
040 |aCaOODSP|beng
041 |aeng|bfre
043 |an-cn---
0861 |aCS11-617/94-8E-PDF
1001 |aCholette, Pierre-A. (Pierre-Arthur), |d1948-
24510|aEstimation of moving trading-day variations with application to the Canadian Retail Trade series |h[electronic resource] / |cby Pierre A. Cholette and Marietta Morry.
260 |aOttawa : |bStatistics Canada, |c1994.
300 |a19 p.
4901 |aWorking paper ; |v94-8
500 |aDigitized edition from print [produced by Statistics Canada].
500 |a"Working paper No. BSMD-94-008E."
500 |a"September 7, 1994."
504 |aIncludes bibliographic references.
5203 |a"Many changes in the opening hours and days of stores have occurred in Canada. Because of this and other reasons explained in the paper, the trading-day variations have evolved considerably during the last two decades. However, the methods used to calculate those variations still assume constant relative daily weights. As a result, the monthly seasonally adjusted Retail Trade series have recently displayed residual variations, which are likely attributable to an inadequate estimation of the trading-day component. The paper presents the solution adopted to solve the problem. The paper also presents an alternative method, based on regression with stochastic parameters"--Abstract.
546 |aAbstract also in French.
69207|2gccst|aStatistical analysis
69207|2gccst|aMethodology
69207|2gccst|aRetail trade
7001 |aMorry, M.
7101 |aCanada. |bStatistics Canada. |bMethodology Branch.
830#0|aWorking paper (Statistics Canada. Methodology Branch)|v94-8|w(CaOODSP)9.834763
85640|qPDF|s4.33 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-617-94-8-eng.pdf