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.

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Department/Agency Statistics Canada. Methodology Branch.
Title Specification for PROC X11ARIMA
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-86-004E."
Date [1986].
Number of Pages 31 p.
Catalogue Number
  • CS11-614/86-4E-PDF
Departmental Catalogue Number 11-614E
Subject Terms Methodology, Statistics analysis