Le raccordement de segments hétérogènes de séries chronologiques avec saisonnalité = Linking heterogeneous segments of seasonal time series / by Pierre A. Cholette. : CS11-614/85-19-PDF
"Conceptual or statistical changes sometimes cause a discontinuity in the seasonal and the trend-cycle movements of certain time series. This creates two heterogeneous segments with respect to the level and the seasonal movement. As a result, the new segrrent of the series is often impossible to seasonally adjust. This paper presents a method to link the two heterogeneous segments. The resulting linked series distributes the discontinuity in the seasonal and trend-cycle movements over a transition interval and preserves as much as possible of the non-seasonal movement of the first segment. It is then possible to seasonally adjust the linked series, which yields valid seasonal factors for the new segment"--Abstract.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.837864&sl=1
| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | Le raccordement de segments hétérogènes de séries chronologiques avec saisonnalité = Linking heterogeneous segments of seasonal time series / by Pierre A. Cholette. |
| Variante du titre | Linking heterogeneous segments of seasonal time series |
| Titre de la série | Working paper ;85-19 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | Bilingue-[Anglais | Français] |
| Format | Électronique |
| Document électronique | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Research Paper 84-01-001B." "Paper presented at the annual meeting of the American Statistical Association, Business and Economic Statistics Section, Philadelphia, August 1984." Includes bibliographic references. Text in English and in French. |
| Information sur la publication | Ottawa : Statistics Canada, [1984]. |
| Auteur / Contributeur | Cholette, Pierre-A. (Pierre-Arthur), 1948- |
| Description | 16 p. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-614 |
| Descripteurs | Statistical analysis Methodology |
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