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Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series
Paperback
Series: Lecture Notes in Statistics, Book 186
Business GeneralEconomicsProbability & Statistics
ISBN13: 9780387311029
Publisher: Springer
Published: May 10 2006
Pages: 410
Weight: 1.31
Height: 0.87 Width: 6.14 Depth: 9.21
Language: English
Modern economies rely on time series at all levels of activity. Time series are used by decision makers to plan for a better future. Governments use them to promote prosperity, and central banks apply them to control inflation. Before publication time series are subject to statistical adjustments and this is the first book to systematically deal with these time series data transformations.
Regression-based models 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 is followed throughout the book. This publication will promote better procedures by large producers of time series including statistical agencies and central banks.
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