Time series analysis is applied to the revisions made to a subset of the Canadian National Accounts, in order to determine if, and how, the preliminary figures currently released can be improved toward the first annually figures. Better estimates of period‐to‐period change could thus be obtained. The main findings are that the preliminary figures could be improved, and that this would follow from a modification to the benchmarking methods.
An English version of this paper is available upon request.
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SUMMARYThe purpose of this paper is to develop a tool for identifying over-influential observations in time series when they are viewed in the time domain. We present a method for obtaining various measures of influence for the autocorrelation function, as well as thresholds for declaring an observation over-influential. An example of the use of these thresholds is also presented.
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