Basic issues on the seasonal adjustment of the Canadian consumer price index: CS11-614/85-20E-PDF

"This study is mainly concerned with basic issues that arise in connection with the seasonal adjustment of the Canadian Consumer Price Index when used as a current indicator of inflation. It analyses the seasonal characteristics of the series and evaluates whether a direct or an indirect adjustment is to be preferred from the viewpoint of the degree of smoothness of the monthly rate of change. Other problems discussed are the use of ARIMA extrapolations versus no ARIMA extrapolations and the application of concurrent versus year-ahead seasonal factors. The selection of the optimal procedure is made according to the degree of smoothness and size of the revisions of the seasonally adjusted monthly rate of change"--Abstract.

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Department/Agency Statistics Canada. Methodology Branch.
Title Basic issues on the seasonal adjustment of the Canadian consumer price index
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "Working paper TSRA-85-020E." "To be published in the Journal of Business and Economic Studies."
Date [1985].
Number of Pages 32 p.
Catalogue Number
  • CS11-614/85-20E-PDF
Departmental Catalogue Number 11-614E
Subject Terms Price indexes, Inflation, Methodology