Benchmarking Systems of Seasonally Adjusted Time Series
Benchmarking Systems of Seasonally Adjusted Time Series:

When a system of time series is seasonally adjusted, generally the accounting constraints originally linking the series are not fulfilled. To overcome this problem, we discuss an extension to a system of series linked by an accounting constraint of the classical univariate benchmarking procedure due...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: di Fonzo, Tommaso (VerfasserIn)
Weitere Verfasser: Marini, Marco (MitwirkendeR)
Format: Elektronisch Buchkapitel
Sprache:English
Veröffentlicht: Paris OECD Publishing 2005
Schlagworte:
Economics
Online-Zugang:DE-384
DE-473
DE-824
DE-29
DE-739
DE-355
DE-20
DE-1028
DE-1049
DE-521
DE-861
DE-898
DE-92
DE-91
DE-573
DE-19
Volltext
Zusammenfassung:When a system of time series is seasonally adjusted, generally the accounting constraints originally linking the series are not fulfilled. To overcome this problem, we discuss an extension to a system of series linked by an accounting constraint of the classical univariate benchmarking procedure due to Denton (1971), which is founded on a movement preservation principle that is very relevant in this case. The presence of linear dependence between the variables makes it necessary to deal with the whole set of contemporaneous and temporal aggregation relationships. The cases of one-way classified (e.g., by regions or by industries) and of two-way classified (e.g., by regions and by industries) systems of series are studied. An empirical application to the Canadian retail trade series by province (12 series) and trade groups (18 series) is considered to show the capability of the proposed procedures
Beschreibung:1 Online-Ressource (35 Seiten) 16 x 23cm
DOI:10.1787/jbcma-2005-5km7v1835wr5

Ähnliche Einträge