Specification for PROC X11ARIMA / by M. Gratton and E. B. Dagum.: CS11-614/86-4E-PDF
"The X11ARIMA procedure is an adaptation of the X-11-ARIMA Seasonal Adjustment Program developed at Statistics Canada by Dagum (1980). The procedure offers all the functions available in the PROC X11 plus additional features that include: (a) ARIMA modelling (Box and Jenkins, 1970) for extrapolation of the series; (b) the composition of series by addition, subtraction, multiplication and division of several components; and (c) a set of control statistics to assess the reliability of the output"--Abstract, p. 1.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.837969&sl=0
Department/Agency | Canada. Statistics Canada. Methodology Branch. |
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Title | Specification for PROC X11ARIMA / by M. Gratton and E. B. Dagum. |
Series title | Working paper ; 86-4 |
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-86-004E." Includes bibliographic references. Abstract in French. |
Publishing information | [Ottawa] : Statistics Canada, [1986]. |
Author / Contributor | Gratton, M. Dagum, Estela Bee. |
Description | 31 p. |
Catalogue number |
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Departmental catalogue number | 11-614E |
Subject terms | Methodology Statistics analysis |
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