Estimating Quarterly Values of Annually Known Variables in Quarterly Relationships
作者:
W.H. Somermeyer,
R. Jansen,
A.S. Louter,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1976)
卷期:
Volume 71,
issue 355
页码: 588-595
ISSN:0162-1459
年代: 1976
DOI:10.1080/01621459.1976.10481533
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The method presented here assumes that the variable under consideration is a weighted moving average of annual values, with weights to be estimated by means of quadratic programming. This multivariate (MV) method is used to estimate quarterly income figures on the basis of annual income data in quarterly consumption functions for the U.S. and the Netherlands. The MV method appears to perform slightly better than the competing single-variate (SV) smoothing methods of Feibes, Boot and Lisman with respect to parameter estimates, and smallness and randomness of the differences between calculated and observed values of consumption.
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