Methodological aspects of time series back-calculation

This paper provides the theoretical and operational framework for estimating past values of relevant time series starting from a limited information set. We consider a general approach exploring the relevant problems and the possible solutions evidencing that linear models could be the preferred choice. An empirical example is presented: we analyse the back-calculation of Eu15 Industrial Production Index comparing our approach to Eurostat one.

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Year of publication:	2005 ; 2005 edition
Other Persons:	Caporin, Massimiliano (contributor) ; Sartore, Domenico (contributor)
Institutions:	European Commission / Statistical Office of the European Communities (issuing body)
Publisher:	Luxembourg : Publications Office
Subject:	Zeitreihenanalyse \| Time series analysis \| EU-Staaten \| EU countries \| Index \| Index number \| Industrieproduktion \| Industrial production \| Theorie \| Theory

Extent:	1 Online-Ressource (22 p.) Illustrationen (farbig)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Bibl. : p. 21-22
ISBN:	92-79-01326-2
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015316563