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05674nam a22004695i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
978-0-387-35439-2 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20161121231026.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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100301s2006 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780387354392 |
| -- |
978-0-387-35439-2 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.1007/0-387-35439-5 |
| Source of number or code |
doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HB139-141 |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
KCH |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
BUS021000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
330.015195 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Dagum, Estela Bee. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
by Estela Bee Dagum, Pierre A. Cholette. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York, NY : |
| Name of producer, publisher, distributor, manufacturer |
Springer New York, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2006. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XIV, 410 p. 101 illus. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Lecture Notes in Statistics, |
| International Standard Serial Number |
0930-0325 ; |
| Volume/sequential designation |
186 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
The Components of Time Series -- The Cholette-Dagum Regression-Based Benchmarking Method — The Additive Model -- Covariance Matrices for Benchmarking and Reconciliation Methods -- The Cholette-Dagum Regression-Based Benchmarking Method - The Multiplicative Model -- The Denton Method and its Variants -- Temporal Distribution, Interpolation and Extrapolation -- Signal Extraction and Benchmarking -- Calendarization -- A Unified Regression-Based Framework for Signal Extraction, Benchmarking and Interpolation -- Reconciliation and Balancing Systems of Time Series -- Reconciling One-Way Classified Systems of Time Series -- Reconciling the Marginal Totals of Two-Way Classified Systems of Series -- Reconciling Two-Way Classifed Systems of Series. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
In modern economies, time series play a crucial role at all levels of activity. They are used by decision makers to plan for a better future, by governments to promote prosperity, by central banks to control inflation, by unions to bargain for higher wages, by hospital, school boards, manufacturers, builders, transportation companies, and by consumers in general. A common misconception is that time series data originate from the direct and straightforward compilations of survey data, censuses, and administrative records. On the contrary, before publication time series are subject to statistical adjustments intended to facilitate analysis, increase efficiency, reduce bias, replace missing values, correct errors, and satisfy cross-sectional additivity constraints. Some of the most common adjustments are benchmarking, interpolation, temporal distribution, calendarization, and reconciliation. 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. The book will promote better procedures by large producers of time series, e.g. statistical agencies and central banks. Furthermore, knowing what adjustments are made to the data and what technique is used and how they affect the trend, the business cycles and seasonality of the series, will enable users to perform better modeling, prediction, analysis and planning. This book will prove useful to graduate students and final year undergraduate students of time series and econometrics, as well as researchers and practitioners in government institutions and business. Estela Bee Dagum is Professor at the Faculty of Statistical Science of the University of Bologna, Italy, and former Director of the Time Series Research and Analysis division of Statistics Canada, Ottawa, Canada. Dr. Dagum was awarded an Honorary Doctoral Degree from the University of Naples "Parthenope", is a Fellow of the American Statistical Association (ASA) and Honorary Fellow of the International Institute of Forecasters (IIF), the first recipient of the ASA Julius Shiskin Award, the IIF Crystal Globe Award, Elected Member of the International Statistical Institute (ISI), Elected Member of the Academy of Science of the Institute of Bologna, and former President of the Interamerican Statistical Institute (IASI) and the International Institute of Forecasters. Dr. Dagum is the author of the X11-ARIMA seasonal adjustment method widely applied by statistical agencies and central banks. Pierre A. Cholette is a Senior Methodologist of the Time Series Research Centre of the Business Survey Methodology Division at Statistics Canada, Ottawa, Canada. He is the author of BENCH, a benchmarking software widely applied by statistical agencies, Central Banks and other government institutions. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Statistical Theory and Methods. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Cholette, Pierre A. |
| Relator term |
author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9780387311029 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Lecture Notes in Statistics, |
| International Standard Serial Number |
0930-0325 ; |
| Volume/sequential designation |
186 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/0-387-35439-5 |
| 912 ## - |
|---|
| -- |
ZDB-2-SMA |
