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...
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| Format: | Elektronisch Artikel |
| Sprache: | English |
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Paris
OECD Publishing
2005
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| 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 p.) 16 x 23cm. |
| DOI: | 10.1787/jbcma-2005-5km7v1835wr5 |
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| 520 | |a 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. | ||
| 650 | 4 | |a Economics | |
| 700 | 1 | |a Marini, Marco |e MitwirkendeR |4 ctb | |
| 773 | 0 | 8 | |i Enthalten in |t Journal of Business Cycle Measurement and Analysis |g Vol. 2005, no. 1, p. 89-123 |
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| indexdate | 2024-11-26T14:56:13Z |
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| spelling | di Fonzo, Tommaso VerfasserIn aut Benchmarking Systems of Seasonally Adjusted Time Series Tommaso, di Fonzo and Marco, Marini Paris OECD Publishing 2005 1 Online-Ressource (35 p.) 16 x 23cm. Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier 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. Economics Marini, Marco MitwirkendeR ctb Enthalten in Journal of Business Cycle Measurement and Analysis Vol. 2005, no. 1, p. 89-123 volume:2005 year:2005 number:1 pages:89-123 FWS01 ZDB-13-SOC FWS_PDA_SOC https://doi.org/10.1787/jbcma-2005-5km7v1835wr5 Volltext |
| spellingShingle | di Fonzo, Tommaso Benchmarking Systems of Seasonally Adjusted Time Series Economics |
| title | Benchmarking Systems of Seasonally Adjusted Time Series |
| title_auth | Benchmarking Systems of Seasonally Adjusted Time Series |
| title_exact_search | Benchmarking Systems of Seasonally Adjusted Time Series |
| title_full | Benchmarking Systems of Seasonally Adjusted Time Series Tommaso, di Fonzo and Marco, Marini |
| title_fullStr | Benchmarking Systems of Seasonally Adjusted Time Series Tommaso, di Fonzo and Marco, Marini |
| title_full_unstemmed | Benchmarking Systems of Seasonally Adjusted Time Series Tommaso, di Fonzo and Marco, Marini |
| title_short | Benchmarking Systems of Seasonally Adjusted Time Series |
| title_sort | benchmarking systems of seasonally adjusted time series |
| topic | Economics |
| topic_facet | Economics |
| url | https://doi.org/10.1787/jbcma-2005-5km7v1835wr5 |
| work_keys_str_mv | AT difonzotommaso benchmarkingsystemsofseasonallyadjustedtimeseries AT marinimarco benchmarkingsystemsofseasonallyadjustedtimeseries |