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
| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | Estimation of moving trading-day variations with application to the Canadian Retail Trade series / by Pierre A. Cholette and Marietta Morry. |
| Series title | Working paper ; 94-8 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working paper No. BSMD-94-008E." "September 7, 1994." Includes bibliographic references. Abstract also in French. |
| Publishing information | Ottawa : Statistics Canada, 1994. |
| Author / Contributor | Cholette, Pierre-A. (Pierre-Arthur), 1948- Morry, M. |
| Description | 19 p. |
| Catalogue number |
|
| Departmental catalogue number | 11-617 no. 94-08 |
| Subject terms | Statistical analysis Methodology Retail trade |
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.- Date modified: