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.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.838383&sl=1
| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | New developments in the X-11-ARIMA / by Estela Bee Dagum. |
| Titre de la série | Working paper ; 87-11 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA-87-011E." Includes bibliographic references. |
| Information sur la publication | [Ottawa] : Statistics Canada, [1987]. |
| Auteur / Contributeur | Dagum, Estela Bee. |
| Description | 24 p. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-614E |
| Descripteurs | Methodology Statistical analysis |