1. |
Local Trend Estimation and Seasonal Adjustment of Economic and Social Time Series |
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Journal of the Statistical Society of London,
Volume 145,
Issue 1,
2018,
Page 1-28
P. B. Kenny,
J. Durbin,
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摘要:
SummaryThe first main purpose of this paper is to compare the performance of a number of methods of estimating local trend levels in a sample of 23 monthly economic and social time series. This is done for cases where data are available up to 0, 1, 2,…, 6 months respectively beyond the time point for which the trend estimate is required. The paper's second main purpose is to investigate methods of improving the performance of theX‐11 seasonal adjustment procedure. The treatment given to these problems is pragmatic and empirical rather than theoretical. The paper concludes by recommending the following simple unified procedure for both trend estimation and seasonal adjustment. Each time a new observation becomes available, forecast the next 12 monthly values of the series concerned by stepwise autoregression or some other appropriate method. Apply standardX‐11 seasonal adjustment to the observed series augmented by the 12 forecast values. The trend and seasonally adjusted values given by theX‐11 printout for the present and previous time points are the values required. It is shown that this simple procedure has a very satisfactory overall performance.
ISSN:0959-5341
DOI:10.2307/2981420
出版商:Wiley
年代:2018
数据来源: WILEY
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2. |
Discussion of the Paper by Mr Kenny and Professor Durbin |
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Journal of the Statistical Society of London,
Volume 145,
Issue 1,
2018,
Page 29-41
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ISSN:0959-5341
DOI:10.1111/j.2397-2327.1982.tb04316.x
出版商:Wiley
年代:2018
数据来源: WILEY
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3. |
The Effect of the Question on Survey Responses: A Review† |
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Journal of the Statistical Society of London,
Volume 145,
Issue 1,
2018,
Page 42-57
Graham Kalton,
Howard Schuman,
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摘要:
SummaryThe paper reviews the effects of the precise wording, form and placement of questions in a survey questionnaire on the responses obtained. Topics discussed include: randomized response; respondent instructions; feedback and commitment; question length; the treatment of “don't knows”; open and closed questions; the use of balanced questions; acquiescence; the offer of a middle alternative; the order of alternatives; and question order and context effects.
ISSN:0959-5341
DOI:10.2307/2981421
出版商:Wiley
年代:2018
数据来源: WILEY
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4. |
Discussion of the Paper by Dr Kalton and Dr Schuman |
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Journal of the Statistical Society of London,
Volume 145,
Issue 1,
2018,
Page 57-73
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ISSN:0959-5341
DOI:10.1111/j.2397-2327.1982.tb04318.x
出版商:Wiley
年代:2018
数据来源: WILEY
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5. |
Seasonal Adjustment and Revision of Current Data: Linear Filters for theX‐11 Method |
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Journal of the Statistical Society of London,
Volume 145,
Issue 1,
2018,
Page 74-85
Kenneth F. Wallis,
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摘要:
SummaryProcedures for the seasonal adjustment and revision of current data are studied by linear filter methods. This contrasts with previous research based on small samples of actual series. The properties of theX‐11 method are described, and it is argued that the practice of calculating seasonal factors for use up to 1 year ahead should be replaced by running the adjustment program every month. It is seen how the relative performance of forecast‐augmented methods depends on the structure of the time series.
ISSN:0959-5341
DOI:10.2307/2981422
出版商:Wiley
年代:2018
数据来源: WILEY
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6. |
A Comparison of Alternative Tests for the 2 Times 2 Comparative Trial |
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Journal of the Statistical Society of London,
Volume 145,
Issue 1,
2018,
Page 86-105
Graham J. G. Upton,
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摘要:
SummaryThis paper considers twenty‐two alternative tests which have been suggested for testing the null hypothesisp1=p2in a 2 times 2 comparative trial. Attention is confined to the case where the null hypothesis is true. The dependence of the tests onmandn, the sample sizes, and onp, the common binomial parameter, is investigated. Amongst other results it is shown that the exact test of Fisher, and the corresponding Yates correction to Pearson'sX2test, give tests which are both extremely conservative and inappropriate. The uncorrectedX2test performs well. On both empirical and theoretical grounds, the preferred test is the scaled version (N‐1)/N X2.
ISSN:0959-5341
DOI:10.2307/2981423
出版商:Wiley
年代:2018
数据来源: WILEY
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7. |
On the Estimation of the Total Number of Vital Events with Data from Dual Collection Systems |
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Journal of the Statistical Society of London,
Volume 145,
Issue 1,
2018,
Page 106-116
El‐Sayed Nour,
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摘要:
SummaryA method is presented for the estimation of the value of the missing cell in a 2 times 2 contingency table constructed from the results of dual systems of demographic data collection. The proposed method preserves the basic features of the data collection process including the lack of independence between the results of the two collection procedures.
ISSN:0959-5341
DOI:10.2307/2981424
出版商:Wiley
年代:2018
数据来源: WILEY
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8. |
The Improvement of Probability Judgements |
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Journal of the Statistical Society of London,
Volume 145,
Issue 1,
2018,
Page 117-126
D. V. Lindley,
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摘要:
SummaryA subjectSassesses the probability for an eventAasq. In this paper, it is shown how the assessment can be improved. Improvement requires two functionsfi(q) (i= 0, 1); the probability forqwhenAis true (i= 1) and whenAis false (i= 0). It is shown that data onS's probability assessments can be used to update these functions. Specific, normal forms for them are examined. The connection with calibration is explored.
ISSN:0959-5341
DOI:10.2307/2981425
出版商:Wiley
年代:2018
数据来源: WILEY
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9. |
Revenue Allocation by Regression: A Rejoinder |
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Journal of the Statistical Society of London,
Volume 145,
Issue 1,
2018,
Page 127-133
A. J. Culyer,
J. Wiseman,
M. F. Drummond,
P. A. West,
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摘要:
SummaryMiron L. Straf has recently argued, using results on the costs of teaching hospitals in England and Wales obtained by us, that both the regression analysis and the policy inferences drawn from it by the Department of Health and Social Security are erroneous. This paper defends both the analysis and its policy interpretation against these charges.
ISSN:0959-5341
DOI:10.2307/2981426
出版商:Wiley
年代:2018
数据来源: WILEY
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10. |
Time Series: Data Analysis and Theory |
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Journal of the Statistical Society of London,
Volume 145,
Issue 1,
2018,
Page 134-135
W. D. Ray,
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摘要:
1. Time Series: Data Analysis and Theory.By David Brillinger. San Francisco, Holden‐Day, 1981. xii, 540 p, 23 cm, $28.95.
ISSN:0959-5341
DOI:10.2307/2981427
出版商:Wiley
年代:2018
数据来源: WILEY
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