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.

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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
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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