Additive versus multiplicative seasonal adjustment when there are fast changes in the trend-cycle / by Guy Huot ; Nazira Gait.: CS11-614/85-50E-PDF

"This article analyses some aspects of the interplay between a severe recession and seasonal adjustment. In just one year, that is in 1981, this recession has nearly doubled the level of beneficiaries. Such a sudden large change prompts questions about the structure of the series, the choice of the X-11-ARIMA decomposition model, the determination of turning points at the end of the series, and the use of ARIMA forecasts for seasonal adjustment"--Introduction, p. [1].

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Publication information
Department/Agency Canada. Statistics Canada. Methodology Branch.
Title Additive versus multiplicative seasonal adjustment when there are fast changes in the trend-cycle / by Guy Huot ; Nazira Gait.
Series title Working paper ; 85-50
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) Digitized edition from print [produced by Statistics Canada].
"Working Paper TSRA-85-050."
Includes bibliographic references.
Publishing information [Ottawa] : Statistics Canada, [1985].
Author / Contributor Huot, Guy.
Gait, Nazira.
Description [16] p. : figures.
Catalogue number
  • CS11-614/85-50E-PDF
Departmental catalogue number 11-614E
Subject terms Methodology
Statistical analysis
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