Estela Bee Dagum,
Pierre A. Cholette
Springer New York
2006e druk, 2006
9780387311029
Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series
Specificaties
Paperback, 410 blz.
|
Engels
Springer New York |
2006e druk, 2006
ISBN13: 9780387311029
Rubricering
Onderdeel van serie
Lecture Notes in Statistics
Levertijd ongeveer 8 werkdagen
Samenvatting
Time series play a crucial role in modern economies at all levels of activity and are used by decision makers to plan for a better future. Before publication time series are subject to statistical adjustments and this is the first statistical book to systematically deal with the methods most often applied for such adjustments. Regression-based models are emphasized because of their clarity, ease of application, and superior results. Each topic is illustrated with real case examples. In order to facilitate understanding of their properties and limitations of the methods discussed a real data example is followed throughout the book.
Specificaties
ISBN13:9780387311029
Taal:Engels
Bindwijze:paperback
Aantal pagina's:410
Uitgever:Springer New York
Druk:2006
Hoofdrubriek:Economie
Inhoudsopgave
The Components of Time Series.- The Cholette-Dagum Regression-Based Benchmarking Method — The Additive Model.- Covariance Matrices for Benchmarking and Reconciliation Methods.- The Cholette-Dagum Regression-Based Benchmarking Method - The Multiplicative Model.- The Denton Method and its Variants.- Temporal Distribution, Interpolation and Extrapolation.- Signal Extraction and Benchmarking.- Calendarization.- A Unified Regression-Based Framework for Signal Extraction, Benchmarking and Interpolation.- Reconciliation and Balancing Systems of Time Series.- Reconciling One-Way Classified Systems of Time Series.- Reconciling the Marginal Totals of Two-Way Classified Systems of Series.- Reconciling Two-Way Classifed Systems of Series.
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