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.

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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

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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