Specification for PROC X11ARIMA / by M. Gratton and E. B. Dagum.: CS11-614/86-4E-PDF

"The X11ARIMA procedure is an adaptation of the X-11-ARIMA Seasonal Adjustment Program developed at Statistics Canada by Dagum (1980). The procedure offers all the functions available in the PROC X11 plus additional features that include: (a) ARIMA modelling (Box and Jenkins, 1970) for extrapolation of the series; (b) the composition of series by addition, subtraction, multiplication and division of several components; and (c) a set of control statistics to assess the reliability of the output"--Abstract, p. 1.

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Publication information
Department/Agency Canada. Statistics Canada. Methodology Branch.
Title Specification for PROC X11ARIMA / by M. Gratton and E. B. Dagum.
Series title Working paper ; 86-4
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document

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Note(s) Digitized edition from print [produced by Statistics Canada].
"Working Paper TSRA-86-004E."
Includes bibliographic references.
Abstract in French.
Publishing information [Ottawa] : Statistics Canada, [1986].
Author / Contributor Gratton, M.
Dagum, Estela Bee.
Description 31 p.
Catalogue number
  • CS11-614/86-4E-PDF
Departmental catalogue number 11-614E
Subject terms Methodology, Statistics analysis

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