On Time Series Analysis for Repeated Surveys

DOI

10.2991/jsta.2018.17.4.1How to use a DOI?

Keywords

Cross section surveys; ARMA models; State space; Unemployment rate

Abstract

Governments and other agencies repeated many important surveys at regular time intervals, but the population mean is estimated mainly using the latest survey. Time series estimators for the population mean using repeated surveys are superior to those obtained from the last survey. This superiority may be affected by several factors such as the sampling variance, the number of surveys, and the Auto Regressive Moving Average ARMA model coefficients and orders among others. The main objective of the paper is to compare the time series estimator for repeated surveys developed by Scott et al. (A.J. Scott, T.M.F. Smith, R.G. Jones, Int. Stat. Rev. 45 (1977), 13–28.) and the last survey estimator using extensive simulation studies. Furthermore, the impact of the factors that may affect the efficiency of the time series estimator is also investigated.

Copyright

© 2018 The Authors. Published by Atlantis Press SARL.

Open Access

This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).

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TY  - JOUR
AU  - Mohamed A. Ismail
AU  - Hend A. Auda
AU  - Yehia Ahmed Elzafrany
PY  - 2018
DA  - 2018/12/31
TI  - On Time Series Analysis for Repeated Surveys
JO  - Journal of Statistical Theory and Applications
SP  - 587
EP  - 596
VL  - 17
IS  - 4
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2018.17.4.1
DO  - 10.2991/jsta.2018.17.4.1
ID  - Ismail2018
ER  -