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| 02155cam 2200385za 4500 |
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| 001 | 9.837651 |
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| 003 | CaOODSP |
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| 005 | 20221107151205 |
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| 007 | cr ||||||||||| |
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| 008 | 170605s1985 onc |o||||f|0| 0|eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|afre |
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| 043 | |an-cn--- |
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| 086 | 1 |aCS11-614/85-33-PDF |
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| 100 | 1 |aCholette, Pierre-A. (Pierre-Arthur), |d1948- |
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| 245 | 13|aLa prévision ARMMI multivariée de chronique irrégulières |h[electronic resource] = |bMultivariate ARIMA forecasting of irregular time series / |cby Pierre A. Choquette and Robert Lamy. |
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| 246 | 11|aMultivariate arima forecasting of irregular time series |
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| 260 | |aOttawa : |bStatistics Canada, |c1985. |
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| 300 | |a27 p. |
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| 490 | 1 |aWorking paper ; |v85-33 |
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| 500 | |aDigitized edition from print [produced by Statistics Canada]. |
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| 500 | |a"Working paper TSRA-85-033EF." |
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| 500 | |a"Paper presented at The Fifith International Symposium on Forecasting, held in Montréal from June 9 to 12, 1985." |
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| 500 | |a"April 1985." |
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| 504 | |aIncludes bibliographic references. |
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| 520 | 3 |a"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 underestimate 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. |
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| 546 | |aText in English and in French. |
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| 692 | 07|2gccst|aMethodology |
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| 692 | 07|2gccst|aStatistical analysis |
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| 700 | 1 |aLamy, Robert. |
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| 710 | 1 |aCanada. |bStatistics Canada. |bMethodology Branch. |
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| 792 | |tLa prévision ARMMI multivariée de chroniques irrégulières |w(CaOODSP)9.837655 |
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| 830 | #0|aWorking paper (Statistics Canada. Methodology Branch)|v85-33.|w(CaOODSP)9.834763 |
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| 856 | 40|qPDF|s3.19 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-85-33.pdf |
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