Analysis and Quality Control from ARIMA Modeling

Revilla Novella, Pedro and Rey del Castillo, Pilar (2000). Analysis and Quality Control from ARIMA Modeling. In: "Work Session on Statistical Data Editing", October 2000, Cardiff, UK.

Description

Title: Analysis and Quality Control from ARIMA Modeling
Author/s:
  • Revilla Novella, Pedro
  • Rey del Castillo, Pilar
Item Type: Presentation at Congress or Conference (Article)
Event Title: Work Session on Statistical Data Editing
Event Dates: October 2000
Event Location: Cardiff, UK
Title of Book: Proceedings of the United Nations Economic Commission for Europe (invited paper)
Date: 1 October 2000
Subjects:
Freetext Keywords: Continuous surveys, data editing, ARIMA models, Intervention Analysis
Faculty: Facultad de Informática (UPM)
Department: Inteligencia Artificial
Creative Commons Licenses: Recognition - Non commercial - Share

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Abstract

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.

More information

Item ID: 16441
DC Identifier: http://oa.upm.es/16441/
OAI Identifier: oai:oa.upm.es:16441
Deposited by: Dr Pilar Rey del Castillo
Deposited on: 15 Jul 2013 07:12
Last Modified: 21 Apr 2016 16:45
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