A Random Walk, Markov Model for the Distribution of Time Series
介绍一种将季度时间序列分配到月度值的技术,推广了Fernández(1981)的方法,并测试了该方法与Chow和Lin(1971)两种标准程序的准确性。
This article describes a technique for distributing quarterly time series across monthly values. The method generalizes an approach described by Fernández (1981). The article also presents results of a test of the accuracy of these two approaches and of the accuracy of two standard procedures suggested by Chow and Lin (1971).