Estela Bee Dagum, Pierre A. Cholette

eBook, PDF

Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series (eBook, PDF)

Beschreibung

Modern economies rely on time series at all levels of activity. Time series are used by decision makers to plan for a better future. Governments use them to promote prosperity, and central banks apply them to control inflation. Before publication time series are subject to statistical adjustments and this is the first book to systematically deal with these time series data transformations.

Regression-based models are emphasized because of their clarity, ease of application, and superior results. Each topic is illustrated with many 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. This publication will promote better procedures by large producers of time series including statistical agencies and central banks.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 16.04MB

Barrierefreiheit

• Text-to-Speech

Autor

Estela Bee Dagum, University of Bologna, Italy / Pierre A. Cholette, Statistics Canada, Ottawa, Canada

Produktdetails

• Verlag: Springer US
• Seitenzahl: 410
• Erscheinungstermin: 23. September 2006
• Englisch
• ISBN-13: 9780387354392
• Artikelnr.: 37286363

Rezensionen

From the reviews:

"It is an excellent reference book for people working in this area." B. Abraham for Short Book Reviews of the ISI, December 2006

"The book's intended audience is students in graduate and final-year undergraduate courses in econometrics and time series analysis, who could use it as a textbook, as well as researchers and practitioners in governments and business, who could use it as a reference book. ... This book provides a good, detailed discussion of the statistical methods used by statistical agencies for adjusting time series data from official statistics. The chapters are quite self-contained, facilitating the book's use as a reference." (Andreas Karlsson, Technometrics, Vol. 49 (4),

2007)

"This book is a very detailed course on statistical methods for such adjustments, focused on bench marking, interpolation, temporal distribution, calendarization, and reconciliation. ... Each chapter of the book is self-contained and illustrates the methods discussed with a large number of real data examples. The book can be recommended as a very useful textbook for students as well as a reference book for researchers and practitioners in this field." (Ryszard Doman, Zentralblatt MATH, Vol. 1107 (9), 2007)

"Time series play a central role in contemporary modern economics. ... the authors discuss several procedures, widely used by statistical agencies, for such adjustments as benchmarking, reconciliation or balancing, temporal distribution, interpolation and calendarization. ... The clarity of exposition and the fact that each chapter is self-contained make the book easily accessible not only for experienced readers such as academic researchers or practitioners in government and business, but also for graduate or even for last-year undergraduate students." (Dan Emanuel Popovici, Mathematical Reviews, Issue 2007 e)

"This monograph, the first devoted to the interrelated topics of its title, is a distillation of itsauthors' unrivaled research and practical experience at Statistics Canada in the topic areas. ... Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series an essential reference for statistical institutes and central banks and for statisticians and economists who have to address similar time series data issues. ... The book could serve as a textbook for a graduate-level special topics course." (Baoline Chen and David Findley, Journal of the American Statistical Association, Vol. 103 (484), December, 2008)