✦ LIBER ✦
Disaggregation of annual time-series data to quarterly figures: A comparative study
✍ Scribed by Wai-Sum Chan
- Publisher
- John Wiley and Sons
- Year
- 1993
- Tongue
- English
- Weight
- 586 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0277-6693
No coin nor oath required. For personal study only.
✦ Synopsis
Abstract
In this paper we consider some of the prominent methods that are available in the literature for the problem of disaggregating annual time‐series data to quarterly figures. The procedures are briefly described and illustrated through a real data set. The performances of the methods are compared in a Monte Carlo study. The results indicate that the complicated model‐based procedure is usually superior to other non‐model‐based alternatives in the large sample situations. Based on the simulation results, we make some recommendations regarding the use of these methods.