We present a Newton's method with Hessian modification for benchmarking a time series according to the Causey and Trager growth rates preservation principle. The proposed technique is easy to implement, computationally robust and efficient, all features which make it an effective statistical tool also in a data-production process involving a considerable amount of series.
A Newton's method for benchmarking time series
DI FONZO, TOMMASO;
2013
Abstract
We present a Newton's method with Hessian modification for benchmarking a time series according to the Causey and Trager growth rates preservation principle. The proposed technique is easy to implement, computationally robust and efficient, all features which make it an effective statistical tool also in a data-production process involving a considerable amount of series.
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