Basic issues on the seasonal adjustment of the Canadian consumer price index / by Estela Bee Dagum and Marietta Morry.: CS11-614/85-20E-PDF
"This study is mainly concerned with basic issues that arise in connection with the seasonal adjustment of the Canadian Consumer Price Index when used as a current indicator of inflation. It analyses the seasonal characteristics of the series and evaluates whether a direct or an indirect adjustment is to be preferred from the viewpoint of the degree of smoothness of the monthly rate of change. Other problems discussed are the use of ARIMA extrapolations versus no ARIMA extrapolations and the application of concurrent versus year-ahead seasonal factors. The selection of the optimal procedure is made according to the degree of smoothness and size of the revisions of the seasonally adjusted monthly rate of change"--Abstract.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.837861&sl=0
| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | Basic issues on the seasonal adjustment of the Canadian consumer price index / by Estela Bee Dagum and Marietta Morry. |
| Series title | Working paper ; 85-20 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working paper TSRA-85-020E." "To be published in the Journal of Business and Economic Studies." Includes bibliographic references. |
| Publishing information | Ottawa : Statistics Canada, [1985]. |
| Author / Contributor | Dagum, Estela Bee. Morry, M. |
| Description | 32 p. |
| Catalogue number |
|
| Departmental catalogue number | 11-614E |
| Subject terms | Price indexes Inflation Methodology |
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.- Date modified: