On the Effect of Seasonal Averages and Standard Deviations on Buys-Ballot Estimates of Time Series

In this study, we favor the effect of seasonal averages and seasonal standard departures on Buys-Ballot estimates of time succession components in the presence of absent values. The prominence is to compare migratory averages with seasonal standard departures in the presence and omission of missing values utilizing real life instance. The methods selected are Mean Imputation (MI), Regression Imputations (RI) and Buys-Ballot Procedure (BBP) for estimating missing principles in time order data. Result of this study shows that, the differences between Seasonal averages and migratory standard deviations accompanying and without missing principles have insignificant effect on the Buys-Ballot estimates momentary series components.

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