00000nam 2200000za 4500 9.840623 CaOODSP 20221107151905 cr ||||||||||| 170728s1997 onc |o f|0| 0 eng d CaOODSP eng eng fre n-cn--- CS11-617/97-4E-PDF Chan, Wai-Sum. A statistical approach for disaggregating mixed-frequency economic time series data [electronic resource] / by Wai-Sum Chan and Zhao-Guo Chen. Ottawa : Statistics Canada, 1997. 14, [5] p. : figures. Working paper ; 97-4 Digitized edition from print [produced by Statistics Canada]. "Working Paper No. BSMD-97-004E." "July, 1997." Includes bibliographic references. "The problem of mixed-frequency time series data arises from changing the observation frequency. For example, we may have a time series with quarterly observations in the first portion and annual figures in the remainder. We shall call that quarter-year mixed-frequency data. In this paper we suggest a method to disaggregate the annual observations to quarterly values. The proposed method can easily be generalised to the year-quarter, quarter-month, year-month and other mixed-frequency situations; it may avoid difficulties of time series modelling and is easy to implement. A step-by-step algorithm of the method is given so that econometricians not expert in this area can still perform the procedure. The proposed method is illustrated through two real examples. We also conduct a small scale Monte Carlo experiment to compare the proposed procedure with two existing alternative methods. Finally, some concluding remarks are given"--Abstract. Abstract also in French. gccst Methodology gccst Statistical analysis Chen, Zhao-Guo, 1943- Canada. Statistics Canada. Methodology Branch. Working paper (Statistics Canada. Methodology Branch) 97-4 (CaOODSP)9.834763 PDF 2.19 MB https://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-617-97-4-eng.pdf 11-617 no. 97-04E