Seasonal adjustment for forecasting / by Estela Bee Dagum.: 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.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.837976&sl=0
| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | Seasonal adjustment for forecasting / by Estela Bee Dagum. |
| Series title | Working paper ; 86-13 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA-86-013E." "June, 1986." Includes bibliographic references. Abstract in French. |
| Publishing information | Ottawa : Statistics Canada, 1986. |
| Author / Contributor | Dagum, Estela Bee. |
| Description | [33] p. : figures. |
| Catalogue number |
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| Departmental catalogue number | 11-614E |
| Subject terms | Methodology Statistical analysis |