Seasonal adjustment for forecasting: CS11-614/86-13E-PDF

"This study analyses the effect of seasonal adjustment on the accuracy of forecasts generated from the decomposition method and compares the best against forecasts obtained directly from seasonal ARIMA (SARIMA) models fitted to the original series. Three seasonal adjustment options of the X-11-ARIMA namely: (1) standard; (2) stable and (3) fast-moving seasonality are tested on 35 monthly macroeconomic time series. The MAPE and standardized RMSE of the forecasts from the various methods are calculated for several time horizons"--Abstract.

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Department/Agency Statistics Canada. Methodology Branch.
Title Seasonal adjustment for forecasting
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-86-013E." "June, 1986."
Date 1986.
Number of Pages [33] p. :
Catalogue Number
  • CS11-614/86-13E-PDF
Departmental Catalogue Number 11-614E
Subject Terms Methodology, Statistical analysis