Premium
Dessaisonalisation d'un tableau avec contraintes linéaires: Application aux flux financiers canadiens
Author(s) -
Taillon Jacques
Publication year - 1988
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315219.o
Subject(s) - economics , humanities , mathematics , econometrics , political science , welfare economics , philosophy
Canadian financial flows represent a detailed set of time series, satisfying a number of accounting identities. When seasonal adjustments are made using the X‐11‐ARIMA program, the original linear constraints no longer hold. This article introduces a procedure that recovers consistency for seasonally adjusted financial flows. A weighted least squares minimization method is used to change as little as possible the individually seasonally adjusted financial flow series. Results pertaining to a restricted set of Canadian financial flows are presented.