Testing time series data compatibility for benchmarking |
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Authors: | Benoît Quennevillle Christian Gagné |
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Institution: | Statistics Canada, 150 Tunney’s Pasture Driveway, Ottawa, ON, Canada, K1A 0T6 |
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Abstract: | Compatibility testing determines whether two series, say a sub-annual and an annual series, both of which are subject to sampling errors, can be considered suitable for benchmarking. We derive statistical tests and discuss the issues with their implementation. The results are illustrated using the artificial series from Denton (1971) and two empirical examples. A practical way of implementing the tests is also presented. |
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