Revision of trend-cycle estimators of moving average seasonal adjustment methods / Estela Bee Dagum and Normand Laniel.: CS11-614/85-48E-PDF

"The purpose of this study is to calculate the size of the revisions of the asymmetric trend-cycle filters of X-11 and X-11-ARIMA and to analyse the pattern of these revisions"--Abstract.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.837952&sl=0

Publication information
Department/Agency Canada. Statistics Canada. Methodology Branch.
Title Revision of trend-cycle estimators of moving average seasonal adjustment methods / Estela Bee Dagum and Normand Laniel.
Series title Working paper ; 85-48
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-85-048."
"Invited Paper for presentation to the Statistical Society of Canada Annual Meeting, Winnipeg, June 2-4, 1985."
Includes bibliographic references.
Publishing information [Ottawa] : Statistics Canada, [1985].
Author / Contributor Dagum, Estela Bee.
Laniel, Normand.
Description 25 p.
Catalogue number
  • CS11-614/85-48E-PDF
Departmental catalogue number 11-614E
Subject terms Methodology
Statistical analysis
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