00000nam 2200000za 4500 9.837950 CaOODSP 20221107151249 cr ||||||||||| 170608s1985 onc |o f|0| 0 eng d CaOODSP eng n-cn--- CS11-614/85-43E-PDF Huot, Guy. Analysis of revisions in the seasonal adjustment of data using X-11-ARIMA model-based filters [electronic resource] / by Guy Huot ... [et al.]. [Ottawa] : Statistics Canada, [1985]. 27 p. Working paper ; 85-43 Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA-85-043E." "Invited Paper for presentation to the Fifth International Symposium on Forecasting, Montreal, June 9-12." Includes bibliographic references. "Concurrent seasonally adjusted values are subject to revision when more data become available. This study attempts to analyse the total revision associated with the concurrent seasonal filter for the X-11-ARIMA seasonal adjustment method. The total revision is defined as the mean-squared difference between the frequency response functions of the central and concurrent filters at certain frequencies. Four ARIMA models are considered which are used in the construction of the filter weights. We determine total revision for different forecast horizons and different ARIMA parameter values. Then we evaluate for different forecast horizons the sensitivity of total revision to change in model parameter values"--Abstract. gccst Methodology gccst Statistical analysis Canada. Statistics Canada. Methodology Branch. Working paper (Statistics Canada. Methodology Branch) 85-43 (CaOODSP)9.834763 PDF 2.42 MB https://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-85-43-eng.pdf 11-614E