Une approche multivariée pour la prévision des indicateurs coïncidents à partir d'indicateurs avancés = A multivariate approach to forecasting coincident indicators using leading indicators / by Pierre... : CS11-614/85-33P-PDF
"The paper shows how smoothing filters can be built into multivariate ARIMA models. The technique can be especially useful for time series with sizable irregular fluctuations. These tend to blurr the relationships between the series, to disturb the forecasts and to devaluate the forecasting performance. The approach proposed circumvents these problems, and is illustrated by joint ARIMA forecasting of the Canadian Composite Leading Indicator and the Index of Industrial Production."--Abstract.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.848283&sl=1
| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | Une approche multivariée pour la prévision des indicateurs coïncidents à partir d'indicateurs avancés = A multivariate approach to forecasting coincident indicators using leading indicators / by Pierre A. Choquette and Robert Lamy. |
| Variante du titre | Multivariate approach to forecasting coincident indicators using leading indicators |
| Titre de la série | Working paper ; 85-33P |
| 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]. "Working paper TSRA-85-033EF." "Paper presented at The Fifith International Symposium on Forecasting, held in Montréal from June 9 to 12, 1985." "April 1985." Includes bibliographical references. Text in English and French. |
| Information sur la publication | Ottawa : Statistics Canada, Methodology Branch, 1985. |
| Auteur / Contributeur | Cholette, Pierre-A. (Pierre-Arthur), 1948- Lamy, Robert. |
| Description | 26 p. : graphs |
| Numéro de catalogue |
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| Édition | Preliminary |
| Descripteurs | Forecasting Methodology Indicators |