Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series

Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series

المؤلف
Estela Bee Dagum, Pierre A. Cholette
سنة النشر
2006
الناشر
Springer
لغة الملف
انكليزي
نوع الملف
Book
تصنيف الكتاب
Mathematics and Statistics

This book discusses the statistical methods most often applied for such adjustments, ranging from ad hoc procedures to regression-based models. The latter 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, the Canada Total Retail Trade Series, is followed throughout the book.This book brings together the scattered literature on these topics and presents them using a consistent notation and a unifying view.


الكلمات المفتاحية: Mathematics and Statistics / Excel / Time series / Variance / Econometrics / Modeling / Statistical method