Design criteria for 13 terms Henderson end-weights: CS11-614/86-11E-PDF

"Criteria for the design of 13 terms Henderson asymmetric end-weight are described. One of these criteria can reproduce exactly the Henderson asymmetric weights of the X-11 seasonal adjustment method. The theoretical bias, variance, expected revision and revision variance of the trend-cycle estimators constructed with the criteria are analyzed. Also, an empirical comparison is done with seven time series. Finally, conclusions are drawn about the choice of a design criteria"--Summary, p. 3.

Permanent link to this Catalogue Record: What is a permanent link?
MARC XML Format   MARC HTML Format

Department/Agency Statistics Canada. Methodology Branch.
Title Design criteria for 13 terms Henderson end-weights
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

Archived Content

Information identified as archived is provided for reference, research or recordkeeping purposes. It is not subject to the Government of Canada Web Standards and has not been altered or updated since it was archived. Please contact the authoring department to request a format other than those available.

We invite you to consult the Frequently Asked Questions page for additional information regarding the Archived Content notice.

Having trouble opening this document?

Note: The URLs contained in this/these document(s) may no longer be functional
Note Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA-86-011." "Original version written: June 1985. Revised: July, 1986."
Date 1986.
Number of Pages [46] p. :
Catalogue Number
  • CS11-614/86-11E-PDF
Departmental Catalogue Number 11-614E
Subject Terms Methodology, Statistical analysis