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A modification of the Whittaker–Henderson method of graduation

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  • Hiroshi Yamada
  • Ruixue Du

Abstract

This paper presents a modified Whittaker–Henderson (WH) Method of Graduation. After giving a closed-form solution, we show that it is of practical use because it provides not only a smoothed series identical to that of the WH graduation, but also an extrapolation beyond the sample limit of current data. In addition, we introduce two other penalized least squares problems and show that they provide the same results as those of the modified WH graduation.

Suggested Citation

  • Hiroshi Yamada & Ruixue Du, 2019. "A modification of the Whittaker–Henderson method of graduation," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(15), pages 3795-3800, August.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:15:p:3795-3800
    DOI: 10.1080/03610926.2018.1481974
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