Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series
- Author
- Estela Bee Dagum, Pierre A. Cholette
- Publication Year
- 2006
- Publisher
- Springer
- Language
- English
- Document Type
- Book
- Faculty / Subject Heading
- Mathematics and Statistics
- Download Book Read book
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.
Keywords: Mathematics and Statistics / Excel / Time series / Variance / Econometrics / Modeling / Statistical method
