La prévision ARMMI des séries desaisonnalisées comparée à celle des séries brutes: CS11-614/85-9-PDF

ARIMA forecasting of seasonally adjusted series versus unadjusted series /

"This paper first compares the forecasting errors recorded when an autoregressive integrated moving average (ARIMA) model of Box and Jenkins (1970) is fitted to seasonally unadjusted series on the one hand and to seasonally adjusted series on the other hand. The errors are not systematically lower with seasonally unadjusted data. However, it is definitely easier to identify and fit models to unadjusted than to adjusted series"--Abstract.

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Department/Agency Statistics Canada. Methodology Branch.
Title La prévision ARMMI des séries desaisonnalisées comparée à celle des séries brutes
Subtitle ARIMA forecasting of seasonally adjusted series versus unadjusted series /
Series Title Working paper ;
Publication Type Series - View Master Record
Language Bilingual-[English | French]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "Paper presented at the Third International Symposium on Forecasting, Philadelphia, June 1983, and at the 23rd convention of the Société canadienne de science économique, Trois-Rivières (Québec), May 1983." "February 1983."
Date 1985.
Number of Pages 14 p.
Catalogue Number
  • CS11-614/85-9-PDF
Departmental Catalogue Number 11-614
Subject Terms Methodology, Statistical analysis