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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.
|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|
|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."|
|Number of Pages||32 p.|
|Departmental Catalogue Number||11-614E|
|Subject Terms||Price indexes, Inflation, Methodology|
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