000 01935cam  2200337za 4500
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008170607s1984    onc    |o    f|0| 0 eng d
040 |aCaOODSP|beng
043 |an-cn---
0861 |aCS11-614/85-22E-PDF
1001 |aChiu, Kim.
24510|aPerformance of ARIMA models in time series |h[electronic resource] / |cby Kim Chiu ; John Higginson ; Guy Huot.
260 |aOttawa : |bStatistics Canada, |c[1984].
300 |a24 p.
4901 |aWorking paper ; |v85-22
500 |aDigitized edition from print [produced by Statistics Canada].
500 |a"Presented at (1) Business and Economic Forecasting Session of the Canadian Operational Research Symposium Conference, Ottawa, May 1984 and (2) Business and Economic Statistics Section, of the American Statistical Association, Philadelphia, August 1984."
500 |aWorking paper TSRA-85-022E."
504 |aIncludes bibliographic references.
520 |a"The purpose of this paper is to study a set of eight criteria which when applied to the Box-Jenkins method permit an evaluation of the fitting and forecasting performance of a set of the most often applied ARIMA models to Canadian economic time series. The question of which models perform well is important for programs like the X-ll-ARIMA (Dagum 1980) which automatically fits a fixed small set of models (three models in the case of the X-ll-ARIMA) to the series"--Introduction, p. 1.
69207|2gccst|aMethodology
69207|2gccst|aStatistical analysis
7001 |aHigginson, John.
7001 |aHuot, Guy.
7101 |aCanada. |bStatistics Canada. |bMethodology Branch.
830#0|aWorking paper (Statistics Canada. Methodology Branch)|v85-22|w(CaOODSP)9.834763
85640|qPDF|s2.74 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-85-22-eng.pdf