Effect of Missing Observations on Buys-Ballot Estimates of Time Series Components

Autor: Eleazar C. Nwogu, Maxwell Azubuike Ijomah, Kelechukwu C. N. Dozie
Rok vydání: 2020
Předmět:
Zdroj: Asian Journal of Probability and Statistics. :13-24
ISSN: 2582-0230
DOI: 10.9734/ajpas/2020/v6i330161
Popis: This study discusses the effects of missing observations on Buys-Ballot estimate when trend-cycle component of time series is linear. The method adopted in this study is Decomposing Without the Missing Value (DWMV) which is used to estimate missing observations in time series decomposition when data are arranged in a Buys-Ballot table. The model structure used is multiplicative. Results show that the trend parameters with and without missing observations have insignificant effect while there are significant differences in the seasonal indices only at the season points where missing observations occurred in the Buys-Ballot table.
Databáze: OpenAIRE