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| 02045cam 2200361za 4500 |
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| 001 | 9.840618 |
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| 003 | CaOODSP |
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| 005 | 20221107151905 |
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| 007 | cr ||||||||||| |
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| 008 | 170728s1997 onc |o f|0| 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aCS11-617/97-3E-PDF |
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| 100 | 1 |aCholette, Pierre-A. (Pierre-Arthur), |d1948- |
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| 245 | 12|aA generalized dynamic stochastic model for the interpolation, extrapolation and benchmarking of time series |h[electronic resource] / |cby Pierre A. Cholette, Estela Bee Dagum and Zhao-Guo Chen. |
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| 260 | |aOttawa : |bStatistics Canada, |c1997. |
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| 300 | |a44 p. |
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| 490 | 1 |aWorking paper ; |v97-3 |
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| 500 | |aDigitized edition from print [produced by Statistics Canada]. |
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| 500 | |a"Working Paper No. BSMD-97-003E." |
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| 500 | |a"June 1997." |
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| 504 | |aIncludes bibliographic references. |
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| 520 | 3 |a"Time series data are often subject to statistical adjustments needed to increase accuracy, replace missing values and/or facilitate data analysis. Common adjustments made to original observations are signal extraction (e.g. seasonal adjustment), benchmarking, interpolation and extrapolation. In this document, we present a general dynamic stochastic regression model, from which all these adjustments can be performed simultaneously. Furthermore, we extend current methods to include those cases where the signal follows a mixed model (deterministic and stochastic components) and the errors are autocorrelated and heteroscedastic"--Abstract. |
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| 546 | |aAbstract also in French. |
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| 692 | 07|2gccst|aMethodology |
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| 692 | 07|2gccst|aStatistical analysis |
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| 700 | 1 |aDagum, Estela Bee. |
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| 700 | 1 |aChen, Zhao-Guo,|d1943- |
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| 710 | 1 |aCanada. |bStatistics Canada. |bMethodology Branch. |
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| 830 | #0|aWorking paper (Statistics Canada. Methodology Branch)|v97-3|w(CaOODSP)9.834763 |
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| 856 | 40|qPDF|s4.78 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-617-97-3-eng.pdf |
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