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.

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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
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "Working paper TSRAD-88-025E." "October 1988."
Date 1988.
Number of Pages 17, [4] p. :
Catalogue Number
  • CS11-614/88-25E-PDF
Departmental Catalogue Number 11-614E no. 88-25
Subject Terms Methodology, Statistical analysis