Coherence Coefficient for Official Statistics
One of the quality requirements in official statistics is coherence of statistical information across domains, in time, in national accounts, and internally. However, no measure of its strength is used. The concept of coherence is also met in signal processing, wave physics, and time series. In the...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-04-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/10/7/1159 |
| _version_ | 1797438430696701952 |
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| author | Danutė Krapavickaitė |
| author_facet | Danutė Krapavickaitė |
| author_sort | Danutė Krapavickaitė |
| collection | DOAJ |
| description | One of the quality requirements in official statistics is coherence of statistical information across domains, in time, in national accounts, and internally. However, no measure of its strength is used. The concept of coherence is also met in signal processing, wave physics, and time series. In the current article, the definition of the coherence coefficient for a weakly stationary time series is recalled and discussed. The coherence coefficient is a correlation coefficient between two indicators in time indexed by the same frequency components of their Fourier transforms and shows a degree of synchronicity between the time series for each frequency. The usage of this coefficient is illustrated through the coherence and Granger causality analysis of a collection of numerical economic and social statistical indicators. The coherence coefficient matrix-based non-metric multidimensional scaling for visualization of the time series in the frequency domain is a newly suggested method. The aim of this article is to propose the use of this coherence coefficient and its applications in official statistics. |
| first_indexed | 2024-03-09T11:37:48Z |
| format | Article |
| id | doaj.art-158610e81f7a4b919aed7d09c6731662 |
| institution | Directory Open Access Journal |
| issn | 2227-7390 |
| language | English |
| last_indexed | 2024-03-09T11:37:48Z |
| publishDate | 2022-04-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Mathematics |
| spelling | doaj.art-158610e81f7a4b919aed7d09c67316622023-11-30T23:38:01ZengMDPI AGMathematics2227-73902022-04-01107115910.3390/math10071159Coherence Coefficient for Official StatisticsDanutė Krapavickaitė0Department of Mathematical Statistics, Vilnius Gediminas Technical University, Saulėtekio al. 11, LT-10223 Vilnius, LithuaniaOne of the quality requirements in official statistics is coherence of statistical information across domains, in time, in national accounts, and internally. However, no measure of its strength is used. The concept of coherence is also met in signal processing, wave physics, and time series. In the current article, the definition of the coherence coefficient for a weakly stationary time series is recalled and discussed. The coherence coefficient is a correlation coefficient between two indicators in time indexed by the same frequency components of their Fourier transforms and shows a degree of synchronicity between the time series for each frequency. The usage of this coefficient is illustrated through the coherence and Granger causality analysis of a collection of numerical economic and social statistical indicators. The coherence coefficient matrix-based non-metric multidimensional scaling for visualization of the time series in the frequency domain is a newly suggested method. The aim of this article is to propose the use of this coherence coefficient and its applications in official statistics.https://www.mdpi.com/2227-7390/10/7/1159weakly stationary time seriesFourier transformperiodogramGranger causalitymultidimensional scaling |
| spellingShingle | Danutė Krapavickaitė Coherence Coefficient for Official Statistics Mathematics weakly stationary time series Fourier transform periodogram Granger causality multidimensional scaling |
| title | Coherence Coefficient for Official Statistics |
| title_full | Coherence Coefficient for Official Statistics |
| title_fullStr | Coherence Coefficient for Official Statistics |
| title_full_unstemmed | Coherence Coefficient for Official Statistics |
| title_short | Coherence Coefficient for Official Statistics |
| title_sort | coherence coefficient for official statistics |
| topic | weakly stationary time series Fourier transform periodogram Granger causality multidimensional scaling |
| url | https://www.mdpi.com/2227-7390/10/7/1159 |
| work_keys_str_mv | AT danutekrapavickaite coherencecoefficientforofficialstatistics |