00000nam 2200000za 4500 9.837876 CaOODSP 20221107151239 cr ||||||||||| 170607s1984 onc |o f|0| 0 eng d CaOODSP eng n-cn--- CS11-614/85-22E-PDF Chiu, Kim. Performance of ARIMA models in time series [electronic resource] / by Kim Chiu ; John Higginson ; Guy Huot. Ottawa : Statistics Canada, [1984]. 24 p. Working paper ; 85-22 Digitized edition from print [produced by Statistics Canada]. "Presented at (1) Business and Economic Forecasting Session of the Canadian Operational Research Symposium Conference, Ottawa, May 1984 and (2) Business and Economic Statistics Section, of the American Statistical Association, Philadelphia, August 1984." Working paper TSRA-85-022E." Includes bibliographic references. "The purpose of this paper is to study a set of eight criteria which when applied to the Box-Jenkins method permit an evaluation of the fitting and forecasting performance of a set of the most often applied ARIMA models to Canadian economic time series. The question of which models perform well is important for programs like the X-ll-ARIMA (Dagum 1980) which automatically fits a fixed small set of models (three models in the case of the X-ll-ARIMA) to the series"--Introduction, p. 1. gccst Methodology gccst Statistical analysis Higginson, John. Huot, Guy. Canada. Statistics Canada. Methodology Branch. Working paper (Statistics Canada. Methodology Branch) 85-22 (CaOODSP)9.834763 PDF 2.74 MB https://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-85-22-eng.pdf 11-614E