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Data graduation based on statistical time series methods

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  • Guerrero, Víctor M.
  • Juárez, Rodrigo
  • Poncela, Pilar

Abstract

On the basis of some suitable assumptions, we show that the best linear unbiased estimator of the true mortality rates has the form of Whittaker's solution to the graduation problem. Some statistical tools are also proposed to help reducing subjectivity when graduating a dataset.

Suggested Citation

  • Guerrero, Víctor M. & Juárez, Rodrigo & Poncela, Pilar, 2001. "Data graduation based on statistical time series methods," Statistics & Probability Letters, Elsevier, vol. 52(2), pages 169-175, April.
    • Handle: RePEc:eee:stapro:v:52:y:2001:i:2:p:169-175
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    References listed on IDEAS

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    1. Guerrero, Victor M., 1993. "Combining historical and preliminary information to obtain timely time series data," International Journal of Forecasting, Elsevier, vol. 9(4), pages 477-485, December.
    2. Verrall, R. J., 1993. "A state space formulation of Whittaker graduation, with extensions," Insurance: Mathematics and Economics, Elsevier, vol. 13(1), pages 7-14, September.
    3. Taylor, Greg, 1992. "A Bayesian interpretation of Whittaker--Henderson graduation," Insurance: Mathematics and Economics, Elsevier, vol. 11(1), pages 7-16, April.
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    Cited by:

    1. Victor M. Guerrero, 2008. "Estimating Trends with Percentage of Smoothness Chosen by the User," International Statistical Review, International Statistical Institute, vol. 76(2), pages 187-202, August.
    2. Guerrero, Victor M., 2007. "Time series smoothing by penalized least squares," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1225-1234, July.
    3. Cortez, Willy Walter & Islas-Camargo, Alejandro, 2009. "How Correlated are Mexico’s Salaries and Us Output? an Inquiry on Some Us Border Cities," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(08), pages 35-62, primer se.

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