Design criteria for 13 terms Henderson end-weights / Normand Laniel.: CS11-614/86-11E-PDF
"Criteria for the design of 13 terms Henderson asymmetric end-weight are described. One of these criteria can reproduce exactly the Henderson asymmetric weights of the X-11 seasonal adjustment method. The theoretical bias, variance, expected revision and revision variance of the trend-cycle estimators constructed with the criteria are analyzed. Also, an empirical comparison is done with seven time series. Finally, conclusions are drawn about the choice of a design criteria"--Summary, p. 3.
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| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | Design criteria for 13 terms Henderson end-weights / Normand Laniel. |
| Series title | Working paper ; 86-11 |
| 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-86-011." "Original version written: June 1985. Revised: July, 1986." Includes bibliographic references. Abstract in French. |
| Publishing information | [Ottawa] : Statistics Canada, 1986. |
| Author / Contributor | Laniel, Normand. |
| Description | [46] p. : figures. |
| Catalogue number |
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| Departmental catalogue number | 11-614E |
| Subject terms | Methodology Statistical analysis |