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.

Permanent link to this Catalogue Record: What is a permanent link?
MARC XML Format   MARC HTML Format

Department/Agency Statistics Canada. Methodology Branch.
Title New developments in the X-11-ARIMA
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

Archived Content

Information identified as archived is provided for reference, research or recordkeeping purposes. It is not subject to the Government of Canada Web Standards and has not been altered or updated since it was archived. Please contact the authoring department to request a format other than those available.

We invite you to consult the Frequently Asked Questions page for additional information regarding the Archived Content notice.

Having trouble opening this document?

Note: The URLs contained in this/these document(s) may no longer be functional
Note Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA-87-011E."
Date [1987].
Number of Pages 24 p.
Catalogue Number
  • CS11-614/87-11E-PDF
Departmental Catalogue Number 11-614E
Subject Terms Methodology, Statistical analysis