집계화 수준과 자료수집계화 수준과 자료수집 주기가 상이한 시계열자료들로부터 일관성 있는 시계열자료를 구축하는 기법

초록

We propose an econometric method to construct a logically- consistent time series from multiple data sources with differences in sector aggregation and survey periodicity. Logical consistency is the requirement that at each period the total of the predicted values of component subsectors should be equal to the actual value of the integrating sector. Building upon Salkever (1971), a consistent time series is constructed by applying iterative GLS to a system of augmented regression equations with cross-equation restrictions on the parameters. We successfully applied our method to the construction of annual data for the three subsectors of Petrochemicals by combining annual data (from Yearbook of Energy Statistics) on Petrochemicals and triennial data (from Energy Consumption Survey) on its three subsectors.

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