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:
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| Title | Specification for PROC X11ARIMA / by M. Gratton and E. B. Dagum. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Description | 31 p. |
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| Departmental catalogue number | 11-614E |
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