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:
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Publication information
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
  • CS11-614/85-20E-PDF
Departmental catalogue number 11-614E
Subject terms Price indexes
Inflation
Methodology
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