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Title

A Generalization of Initial Conditions in Benchmarking of Economic Time-Series by Additive and Proportional Denton Methods

Writers

Motorin Vladimir

Pages

 Start Page 251 | End Page 264

Abstract

 the paper presents unified analytical solution for combining high-frequency and low-frequency economic time-series by additive and proportional Denton methods with parametrical dependence on the initial values of variable and indicator in evident form. This solution spans Denton’ s original and Cholette’ s advanced benchmarking initial conditions as the subcases. Computational complexity of the obtained solution is associated with inversion of a square matrix of the order that is equal to the number of low-frequency observations available. Practical applying the proposed solution under data revisions allows to construct suboptimal concatenation of frozen and newly revised parts of benchmarked time-series by using the last benchmarked-to-indicator ratio (or benchmarked and indicator difference in additive case) from the range of data fixed as initial condition for benchmarking or re-benchmarking the newly revised data by the proportional (or additive) Denton method.

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