New developments in the X-11-ARIMA: CS11-614/87-11E-PDF
"Developments related with the seasonal adjustment function include (i) estimation of Easter effect; (ii) estimation of stochastic trading-day variations; (iii) new replacement of extreme values; (iv) increasing the accuracy of the end-weights of the five Henderson trend-cycle filters; and (v) new diagnostic tools. The main purpose of this paper is to provide a summary of each one of these major developments and their impact on the two corresponding basic functions of X-11-ARIMA"--Abstract.
|Department/Agency||Statistics Canada. Methodology Branch.|
|Title||New developments in the X-11-ARIMA|
|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 TSRA-87-011E."|
|Number of Pages||24 p.|
|Departmental Catalogue Number||11-614E|
|Subject Terms||Methodology, Statistical analysis|
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