New developments in the X-11-ARIMA / by Estela Bee Dagum.: CS11-614/87-11E-PDF

"Developments related with the seasonal adjustment function include (i) estimation of Easter effect; (ii) estimation of stochastic trading-day variations; (iii) new replacement of extreme values; (iv) increasing the accuracy of the end-weights of the five Henderson trend-cycle filters; and (v) new diagnostic tools. The main purpose of this paper is to provide a summary of each one of these major developments and their impact on the two corresponding basic functions of X-11-ARIMA"--Abstract.

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Publication information
Department/Agency Canada. Statistics Canada. Methodology Branch.
Title New developments in the X-11-ARIMA / by Estela Bee Dagum.
Series title Working paper ; 87-11
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-87-011E."
Includes bibliographic references.
Publishing information [Ottawa] : Statistics Canada, [1987].
Author / Contributor Dagum, Estela Bee.
Description 24 p.
Catalogue number
  • CS11-614/87-11E-PDF
Departmental catalogue number 11-614E
Subject terms Methodology
Statistical analysis
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