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.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.840281&sl=1
Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
---|---|
Titre | Estimation of moving trading-day variations with application to the Canadian Retail Trade series / by Pierre A. Cholette and Marietta Morry. |
Titre de la série | Working paper ; 94-8 |
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. BSMD-94-008E." "September 7, 1994." Includes bibliographic references. Abstract also in French. |
Information sur la publication | Ottawa : Statistics Canada, 1994. |
Auteur / Contributeur | Cholette, Pierre-A. (Pierre-Arthur), 1948- Morry, M. |
Description | 19 p. |
Numéro de catalogue |
|
Numéro de catalogue du ministère | 11-617 no. 94-08 |
Descripteurs | Statistical analysis Methodology Retail trade |
Demander des formats alternatifs
Pour demander une publication dans un format alternatif, remplissez le formulaire électronique des publications du gouvernement du Canada. Utilisez le champ du formulaire «question ou commentaire» pour spécifier la publication demandée.- Date de modification :