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.
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| Title | 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. |
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| Publication type | Monograph - View Master Record |
| Language | Bilingual-[English | French] |
| Format | Digital text |
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| Parallel description | [French] |
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| Description | 14 p. |
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| Departmental catalogue number | 11-614 |
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