Simple methods to restore the additivity of a system of time series

We propose and illustrate simple methods based on constrained weighted least squares regression to restore the additivity of a system of time series, with the objective of balancing a table of seasonally adjusted series benchmarked to the corresponding annual totals from the raw series. The methods are designed to be easily programmable with the SAS statistical software.

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Year of publication:	2005 ; 2005 edition
Other Persons:	Quenneville, Benoît (contributor) ; Rancourt, Eric (contributor)
Institutions:	European Commission / Statistical Office of the European Communities (issuing body)
Publisher:	Luxembourg : Publications Office
Subject:	Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory

Extent:	1 Online-Ressource (20 p.) Illustrationen (farbig)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Bibl. : p. 19-20
ISBN:	92-79-01313-0
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015316574