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Research Article Open access CC BY 4.0

Effect of Missing Observations on Buys-Ballot Estimates of Time Series Components

Kelechukwu C. N. Dozie, Eleazar C. Nwogu, Maxwell A. Ijomah

Asian Journal of Probability and Statistics · pp. 13–24 · Published 1 Feb 2020

10.9734/ajpas/2020/v6i330161

Abstract

This study discusses the effects of missing observations on Buys-Ballot estimate when trend-cycle component of time series is linear. The method adopted in this study is Decomposing Without the Missing Value (DWMV) which is used to estimate missing observations in time series decomposition when data are arranged in a Buys-Ballot table. The model structure used is multiplicative. Results show that the trend parameters with and without missing observations have insignificant effect while there are significant differences in the seasonal indices only at the season points where missing observations occurred in the Buys-Ballot table.

Time series decomposition missing observation trend parameter seasonal effect multiplicative model buys-ballot table.

Cited by 11

The Expected Values of Buys-Ballot Estimates for Multiplicative Model with the Error Terms

Kelechukwu C. N. Dozie, Christian C. Ibebuogu · Asian Journal of Research and Reviews in Physics · 2023

Buys-Ballot Estimates for Linear Model with the Expected Values in Time Series Decomposition

Kelechukwu C. N. Dozie, Stephen O. Ihekuna · Asian Journal of Research and Reviews in Physics · 2023

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Kelechukwu C. N. Dozie, Stephen O. Ihekuna · Journal of Engineering Research and Reports · 2023

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