Benchmarking time series with autocorrelated sampling errors / by Pierre A. Cholette and Estela Bee Dagum. : CS11-614/93-3E-PDF
"The Denton method is widely used by statistical agencies to benchmark time series (i.e. to adjust them to annual benchmarks). This method does not take into account the presence of autocorrelated sampling errors in the original data. This paper investigates to which extant this omission affects the efficiency of the method relative to a regression method that incorporate various types of ARMA process for autocorrelated sampling errors"--Abstract.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.838752&sl=1
| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | Benchmarking time series with autocorrelated sampling errors / by Pierre A. Cholette and Estela Bee Dagum. |
| Titre de la série | Working paper ; 93-3 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working Paper No. TSRA-93-003E." "March, 1993." Includes bibliographic references. Abstract in French. |
| Information sur la publication | [Ottawa] : Statistics Canada, 1993. |
| Auteur / Contributeur | Cholette, Pierre-A. (Pierre-Arthur), 1948- Dagum, Estela Bee. |
| Description | 24 p. : figures. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-614 no. 93-3 |
| Descripteurs | Statistical analysis Methodology |