00000nam 2200000za 4500 9.837651 CaOODSP 20221107151205 cr ||||||||||| 170605s1985 onc |o||||f|0| 0|eng d CaOODSP eng eng fre n-cn--- CS11-614/85-33-PDF Cholette, Pierre-A. (Pierre-Arthur), 1948- La prévision ARMMI multivariée de chronique irrégulières [electronic resource] = Multivariate ARIMA forecasting of irregular time series / by Pierre A. Choquette and Robert Lamy. Multivariate arima forecasting of irregular time series Ottawa : Statistics Canada, 1985. 27 p. Working paper ; 85-33 Digitized edition from print [produced by Statistics Canada]. "Working paper TSRA-85-033EF." "Paper presented at The Fifith International Symposium on Forecasting, held in Montréal from June 9 to 12, 1985." "April 1985." Includes bibliographic references. "The paper shows how smoothing filters can be built into multivariate ARIMA models. The technique can be especially useful for time series with sizable irregular fluctuations. These tend to blurr the relationships between the series, to disturb the forecasts and to underestimate the forecasting performance. The approach proposed circumvents these problems, and is illustrated by joint ARIMA forecasting of the Canadian Composite Leading Indicator and the Index of Industrial Production"--Abstract. Text in English and in French. gccst Methodology gccst Statistical analysis Lamy, Robert. Canada. Statistics Canada. Methodology Branch. La prévision ARMMI multivariée de chroniques irrégulières fre (CaOODSP)9.837655 Working paper (Statistics Canada. Methodology Branch) 85-33. (CaOODSP)9.834763 PDF 3.19 MB https://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-85-33.pdf 11-614