Benchmarking socio-economic time series data : a unified approach / by Pierre A. Cholette and Estela Bee Dagum. : CS11-614/89-6E-PDF
"This paper presents a unified approach for benchmarking socio-economic time series data. Benchmarking (e.g. Denton, 1971; Hillrner and Trabelsi, 1987) consists of estimating time series when measurements of the target variable are available at differing frequencies, e.g. monthly and annually. Most benchmarking methods can be seen as particular cases of the proposed unified approach. Furthermore, the statistical properties available with the general model carry over to the previous methods, which were often developed "ad hoc". The unified approach, based on Generalized Least Squares with stochastic parameters, also encompasses interpolation and temporal disaggregation methods (e.g. Soot, Feibes and Lisman, 1967; Chow-Liri, 1971). However, the paper deals mainly with benchmarking"--Abstract.
Lien permanent pour cette publication :
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| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | Benchmarking socio-economic time series data : a unified approach / by Pierre A. Cholette and Estela Bee Dagum. |
| Titre de la série | Working paper ; 89-6 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Revised June 27 1989." Includes bibliographic references. Abstract in French. |
| Information sur la publication | Ottawa : Statistics Canada, 1989. |
| Auteur / Contributeur | Cholette, Pierre-A. (Pierre-Arthur), 1948- Dagum, Estela Bee. |
| Description | 45 p. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-614E no. 89-06 |
| Édition | Rev. ed. |
| Descripteurs | Methodology Statistical analysis |
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