00000nam 2200000za 4500 9.840618 CaOODSP 20221107151905 cr ||||||||||| 170728s1997 onc |o f|0| 0 eng d CaOODSP eng eng fre n-cn--- CS11-617/97-3E-PDF Cholette, Pierre-A. (Pierre-Arthur), 1948- A generalized dynamic stochastic model for the interpolation, extrapolation and benchmarking of time series [electronic resource] / by Pierre A. Cholette, Estela Bee Dagum and Zhao-Guo Chen. Ottawa : Statistics Canada, 1997. 44 p. Working paper ; 97-3 Digitized edition from print [produced by Statistics Canada]. "Working Paper No. BSMD-97-003E." "June 1997." Includes bibliographic references. "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. Abstract also in French. gccst Methodology gccst Statistical analysis Dagum, Estela Bee. Chen, Zhao-Guo, 1943- Canada. Statistics Canada. Methodology Branch. Working paper (Statistics Canada. Methodology Branch) 97-3 (CaOODSP)9.834763 PDF 4.78 MB https://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-617-97-3-eng.pdf 11-617E no. 97-03