00000nam 2200000za 4500 9.837976 CaOODSP 20221107151253 cr ||||||||||| 170608s1986 onc |o f|0| 0 eng d CaOODSP eng eng fre n-cn--- CS11-614/86-13E-PDF Dagum, Estela Bee. Seasonal adjustment for forecasting [electronic resource] / by Estela Bee Dagum. Ottawa : Statistics Canada, 1986. [33] p. : figures. Working paper ; 86-13 Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA-86-013E." "June, 1986." Includes bibliographic references. "This study analyses the effect of seasonal adjustment on the accuracy of forecasts generated from the decomposition method and compares the best against forecasts obtained directly from seasonal ARIMA (SARIMA) models fitted to the original series. Three seasonal adjustment options of the X-11-ARIMA namely: (1) standard; (2) stable and (3) fast-moving seasonality are tested on 35 monthly macroeconomic time series. The MAPE and standardized RMSE of the forecasts from the various methods are calculated for several time horizons"--Abstract. Abstract in French. gccst Methodology gccst Statistical analysis Canada. Statistics Canada. Methodology Branch. Working paper (Statistics Canada. Methodology Branch) 86-13 (CaOODSP)9.834763 PDF 2.58 MB https://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-86-13-eng.pdf 11-614E