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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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Publication information
Department/Agency
  • Canada. Statistics Canada. Methodology Branch.
TitleDesign criteria for 13 terms Henderson end-weights / Normand Laniel.
Series title
  • Working paper ; 86-11
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
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
  • CS11-614/86-11E-PDF
Departmental catalogue number11-614E
Subject terms
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