Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series (Lecture Notes in Statistics)
Автор:Estela Bee Dagum, Pierre A. Cholette Год: 2006 Издание: [не указанo] Страниц: 410 ISBN: 0387311025 In modern economies, time series play a crucial role at all levels of activity. They are used by decision makers to plan for a better future, by governments to promote prosperity, by central banks to control inflation, by unions to bargain for higher wages, by hospital, school boards, manufacturers, builders, transportation companies, and by consumers in general. A common misconception is that time series data originate from the direct and straightforward compilations of survey data, censuses, and administrative records. On the contrary, before publication time series are subject to statistical adjustments intended to facilitate analysis, increase efficiency, reduce bias, replace missing values, correct errors, and satisfy cross-sectional additivity constraints. Some of the most common adjustments are benchmarking, interpolation, temporal distribution, calendarization, and reconciliation. This book discusses the statistical methods most often applied for such...
