Design criteria for 13 terms Henderson end-weights / Normand Laniel. : CS11-614/86-11E-PDF
"Criteria for the design of 13 terms Henderson asymmetric end-weight are described. One of these criteria can reproduce exactly the Henderson asymmetric weights of the X-11 seasonal adjustment method. The theoretical bias, variance, expected revision and revision variance of the trend-cycle estimators constructed with the criteria are analyzed. Also, an empirical comparison is done with seven time series. Finally, conclusions are drawn about the choice of a design criteria"--Summary, p. 3.
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| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | Design criteria for 13 terms Henderson end-weights / Normand Laniel. |
| Titre de la série | Working paper ; 86-11 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA-86-011." "Original version written: June 1985. Revised: July, 1986." Includes bibliographic references. Abstract in French. |
| Information sur la publication | [Ottawa] : Statistics Canada, 1986. |
| Auteur / Contributeur | Laniel, Normand. |
| Description | [46] p. : figures. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-614E |
| Descripteurs | Methodology Statistical analysis |