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Performance of ARIMA models in time series / by Kim Chiu ; John Higginson ; Guy Huot.: CS11-614/85-22E-PDF

"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.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.837876&sl=0

Publication information
Department/Agency
  • Canada. Statistics Canada. Methodology Branch.
TitlePerformance of ARIMA models in time series / by Kim Chiu ; John Higginson ; Guy Huot.
Series title
  • Working paper ; 85-22
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • Digitized edition from print [produced by Statistics Canada].
  • "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."
  • Working paper TSRA-85-022E."
  • Includes bibliographic references.
Publishing information
  • Ottawa : Statistics Canada, [1984].
Author / Contributor
  • Chiu, Kim.
  • Higginson, John.
  • Huot, Guy.
Description24 p.
Catalogue number
  • CS11-614/85-22E-PDF
Departmental catalogue number11-614E
Subject terms
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