Variance of X-11-ARIMA estimates: CS11-614/88-25E-PDF
a structural approach /
"This paper presents a method for the approximation of the variance of X-11-ARIMA estimates. The method uses structural models in a state space form, the Kalman filter and the fixed interval smoother"--Abstract.
|Department/Agency||Statistics Canada. Methodology Branch.|
|Title||Variance of X-11-ARIMA estimates|
|Subtitle||a structural approach /|
|Series Title||Working paper ;|
|Publication Type||Series - View Master Record|
|Electronic Document|| |
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|Note||Digitized edition from print [produced by Statistics Canada]. "Working paper TSRAD-88-025E." "October 1988."|
|Number of Pages||17,  p. :|
|Departmental Catalogue Number||11-614E no. 88-25|
|Subject Terms||Methodology, Statistical analysis|
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