La prévision ARMMI des séries desaisonnalisées comparée à celle des séries brutes = ARIMA forecasting of seasonally adjusted series versus unadjusted series / by Pierre A. Cholette. : CS11-614/85-9-PDF
"This paper first compares the forecasting errors recorded when an autoregressive integrated moving average (ARIMA) model of Box and Jenkins (1970) is fitted to seasonally unadjusted series on the one hand and to seasonally adjusted series on the other hand. The errors are not systematically lower with seasonally unadjusted data. However, it is definitely easier to identify and fit models to unadjusted than to adjusted series"--Abstract.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.837672&sl=1
| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | La prévision ARMMI des séries desaisonnalisées comparée à celle des séries brutes = ARIMA forecasting of seasonally adjusted series versus unadjusted series / by Pierre A. Cholette. |
| Variante du titre | ARIMA forecasting of seasonally adjusted series versus unadjusted series |
| Titre de la série | Working paper ; 85-9 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | Bilingue-[Anglais | Français] |
| Format | Électronique |
| Document électronique | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Paper presented at the Third International Symposium on Forecasting, Philadelphia, June 1983, and at the 23rd convention of the Société canadienne de science économique, Trois-Rivières (Québec), May 1983." "February 1983." Includes bibliographic references. Text in English and in French. |
| Information sur la publication | Ottawa : Statistics Canada, 1985. |
| Auteur / Contributeur | Cholette, Pierre-A. (Pierre-Arthur), 1948- |
| Description | 14 p. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-614 |
| Descripteurs | Methodology Statistical analysis |