Additive versus multiplicative seasonal adjustment when there are fast changes in the trend-cycle / by Guy Huot ; Nazira Gait.: CS11-614/85-50E-PDF
"This article analyses some aspects of the interplay between a severe recession and seasonal adjustment. In just one year, that is in 1981, this recession has nearly doubled the level of beneficiaries. Such a sudden large change prompts questions about the structure of the series, the choice of the X-11-ARIMA decomposition model, the determination of turning points at the end of the series, and the use of ARIMA forecasts for seasonal adjustment"--Introduction, p. [1].
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Department/Agency | Canada. Statistics Canada. Methodology Branch. |
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Title | Additive versus multiplicative seasonal adjustment when there are fast changes in the trend-cycle / by Guy Huot ; Nazira Gait. |
Series title | Working paper ; 85-50 |
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-85-050." Includes bibliographic references. |
Publishing information | [Ottawa] : Statistics Canada, [1985]. |
Author / Contributor | Huot, Guy. Gait, Nazira. |
Description | [16] p. : figures. |
Catalogue number |
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Departmental catalogue number | 11-614E |
Subject terms | Methodology Statistical analysis |
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