Introduction; 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
Summary
Modern economies rely on time series at all levels of activity. Time series are used by decision makers to plan for a better future. This book deals with time series data transformations. In order to facilitate understanding of their properties and limitations of the methods discussed, a real data example is followed throughout the book
Bibliography
Includes bibliographical references (pages 393-402) and index
