Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization
作者:
FrankT. Denton,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1971)
卷期:
Volume 66,
issue 333
页码: 99-102
ISSN:0162-1459
年代: 1971
DOI:10.1080/01621459.1971.10482227
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This article considers the problem of adjusting monthly or quarterly time series to make them accord with independent annual totals or averages without introducing artificial discontinuities. A general approach and some specific procedures involving constrained minimization of a quadratic form in the differences between revised and unrevised series are proposed. Some computational advantages are noted. Attention is given to the relationships between the adjustment problem and earlier work by other authors on the creation of monthly or quarterly series when only annual figures are available. An example is provided to illustrate the application of the proposed adjustment procedures.
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