Functional canonical analysis in the study of the relationship between consumption expenditure in the European households Cover Image

Zastosowanie funkcjonalnej analizy kanonicznej w badaniu zależności między wydatkami konsumpcyjnymi w europejskich gospodarstwach domowych
Functional canonical analysis in the study of the relationship between consumption expenditure in the European households

Author(s): Karol Deręgowski, Mirosław Krzyśko, Łukasz Waszak, Waldemar Wołyński
Subject(s): Socio-Economic Research
Published by: Główny Urząd Statystyczny
Keywords: canonical analysis; multivariate functional data analysis (MFDA); individual consumption according to purpose

Summary/Abstract: The article aims to examine the relations between expenditure on alcoholic beverages and tobacco and other consumer expenditure of households in 27 European countries within 2000—2010. The choice of countries and time series was determined by the availability and completeness of Eurostat data. The years were analysed collectively not separately, which is a novelty presented in this paper. Such an approach was possible due the transformation of primary data into multivariate functional ones, and then the construction of correlations and canonical variables for transformed data. The study shows that expenditure on alcoholic beverages and tobacco is strongly correlated with other consumption expenditure (the canonical correlation coefficient between the two first functional canonical variables is 0.99). The expenditure on alcoholic beverages and tobacco has almost the same contribution to the construction of the functional canonical U1 variable, while the expenditure on food and non-alcoholic beverages and expenditure on clothing and footwear has the largest impact on the development of the functional canonical V1 variable.

  • Issue Year: 62/2017
  • Issue No: 05
  • Page Range: 19-37
  • Page Count: 19
  • Language: Polish