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005 | 20221107151253 |
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008 | 170608s1986 onc |o f|0| 0 eng d |
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040 | |aCaOODSP|beng |
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041 | |aeng|bfre |
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043 | |an-cn--- |
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086 | 1 |aCS11-614/86-13E-PDF |
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100 | 1 |aDagum, Estela Bee. |
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245 | 10|aSeasonal adjustment for forecasting |h[electronic resource] / |cby Estela Bee Dagum. |
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260 | |aOttawa : |bStatistics Canada, |c1986. |
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300 | |a[33] p. : |bfigures. |
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490 | 1 |aWorking paper ; |v86-13 |
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500 | |aDigitized edition from print [produced by Statistics Canada]. |
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500 | |a"Working Paper TSRA-86-013E." |
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500 | |a"June, 1986." |
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504 | |aIncludes bibliographic references. |
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520 | 3 |a"This study analyses the effect of seasonal adjustment on the accuracy of forecasts generated from the decomposition method and compares the best against forecasts obtained directly from seasonal ARIMA (SARIMA) models fitted to the original series. Three seasonal adjustment options of the X-11-ARIMA namely: (1) standard; (2) stable and (3) fast-moving seasonality are tested on 35 monthly macroeconomic time series. The MAPE and standardized RMSE of the forecasts from the various methods are calculated for several time horizons"--Abstract. |
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546 | |aAbstract in French. |
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692 | 07|2gccst|aMethodology |
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692 | 07|2gccst|aStatistical analysis |
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710 | 1 |aCanada. |bStatistics Canada. |bMethodology Branch. |
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830 | #0|aWorking paper (Statistics Canada. Methodology Branch)|v86-13|w(CaOODSP)9.834763 |
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856 | 40|qPDF|s2.58 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-86-13-eng.pdf |
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