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. .
|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|
|Electronic Document|| |
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|Note||Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA-85-050."|
|Number of Pages|| p. :|
|Departmental Catalogue Number||11-614E|
|Subject Terms||Methodology, Statistical analysis|
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