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Specification for PROC X11ARIMA: 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.
|Department/Agency||Statistics Canada. Methodology Branch.|
|Title||Specification for PROC X11ARIMA|
|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-86-004E."|
|Number of Pages||31 p.|
|Departmental Catalogue Number||11-614E|
|Subject Terms||Methodology, Statistics analysis|
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