Estimation of moving trading-day variations with application to the Canadian Retail Trade series / by Pierre A. Cholette and Marietta Morry.: CS11-617/94-8E-PDF
"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.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.840281&sl=0
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| Title | Estimation of moving trading-day variations with application to the Canadian Retail Trade series / by Pierre A. Cholette and Marietta Morry. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Description | 19 p. |
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| Departmental catalogue number | 11-617 no. 94-08 |
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