Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization
使月度或季度序列与年度总量一致:基于二次最小化的方法AI 解读 ↓
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AI 根据所提供的论文材料归类:摘要直接讨论月度、季度时间序列的调整及其与年度统计量的一致性。
使月度或季度序列与年度总量一致:基于二次最小化的方法AI 解读 ↓
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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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