The LSM adjustment method of time series
The LSM adjustment method of time series
Author(s): Gina Ioan, Cătălin Angelo IoanSubject(s): Economy
Published by: Editura Universitară Danubius
Keywords: adjustment; regression
Summary/Abstract: This paper presents a method for adjusting the time series in the direction of the minimum deviation of the transition process from one period to another. The formulas so obtained satisfy the condition of invariance of aggregate data, the stability on successive re-adjustment action and the minimum deviation of the linear forecast compared to the original.
Journal: Euro Economica
- Issue Year: 32/2013
- Issue No: 02
- Page Range: 175-180
- Page Count: 6