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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| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| 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. |
| Variant title | ARIMA forecasting of seasonally adjusted series versus unadjusted series |
| Series title | Working paper ; 85-9 |
| Publication type | Series - View Master Record |
| Language | Bilingual-[English | French] |
| Format | Electronic |
| Electronic document | |
| 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. |
| Publishing information | Ottawa : Statistics Canada, 1985. |
| Author / Contributor | Cholette, Pierre-A. (Pierre-Arthur), 1948- |
| Description | 14 p. |
| Catalogue number |
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| Departmental catalogue number | 11-614 |
| Subject terms | Methodology Statistical analysis |
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