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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|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|
|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, .|
|Author / Contributor|| Gratton, M. |
Dagum, Estela Bee.
|Catalogue number|| |
|Departmental catalogue number||11-614E|
|Subject terms||Methodology, Statistics analysis|
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