Additive versus multiplicative seasonal adjustment when there are fast changes in the trend-cycle: CS11-614/85-50E-PDF

"This article analyses some aspects of the interplay between a severe recession and seasonal adjustment. In just one year, that is in 1981, this recession has nearly doubled the level of beneficiaries. Such a sudden large change prompts questions about the structure of the series, the choice of the X-11-ARIMA decomposition model, the determination of turning points at the end of the series, and the use of ARIMA forecasts for seasonal adjustment"--Introduction, p. [1].

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Department/Agency Statistics Canada. Methodology Branch.
Title Additive versus multiplicative seasonal adjustment when there are fast changes in the trend-cycle
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-85-050."
Date [1985].
Number of Pages [16] p. :
Catalogue Number
  • CS11-614/85-50E-PDF
Departmental Catalogue Number 11-614E
Subject Terms Methodology, Statistical analysis