Analysis and Quality Control from ARIMA Modeling


Autoria(s): Revilla Novella, Pedro; Rey del Castillo, Pilar
Data(s)

01/10/2000

Resumo

In this paper, we use ARIMA modelling to estimate a set of characteristics of a short-term indicator (for example, the index of industrial production), as trends, seasonal variations, cyclical oscillations, unpredictability, deterministic effects (as a strike), etc. Thus for each sector and product (more than 1000), we construct a vector of values corresponding to the above-mentioned characteristics, that can be used for data editing.

Formato

application/pdf

Identificador

http://oa.upm.es/16441/

Idioma(s)

eng

Publicador

Facultad de Informática (UPM)

Relação

http://oa.upm.es/16441/1/Analysis%26QualityControlFromArima.pdf

Direitos

http://creativecommons.org/licenses/by-nc-sa/3.0/es/

info:eu-repo/semantics/openAccess

Fonte

Proceedings of the United Nations Economic Commission for Europe (invited paper) | Work Session on Statistical Data Editing | October 2000 | Cardiff, UK

Palavras-Chave #Economía #Matemáticas
Tipo

info:eu-repo/semantics/conferenceObject

Ponencia en Congreso o Jornada

NonPeerReviewed