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Seasonal adjustment for forecasting / by Estela Bee Dagum.: CS11-614/86-13E-PDF

"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.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.837976&sl=0

Publication information
Department/Agency
  • Canada. Statistics Canada. Methodology Branch.
TitleSeasonal adjustment for forecasting / by Estela Bee Dagum.
Series title
  • Working paper ; 86-13
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • Digitized edition from print [produced by Statistics Canada].
  • "Working Paper TSRA-86-013E."
  • "June, 1986."
  • Includes bibliographic references.
  • Abstract in French.
Publishing information
  • Ottawa : Statistics Canada, 1986.
Author / Contributor
  • Dagum, Estela Bee.
Description[33] p. : figures.
Catalogue number
  • CS11-614/86-13E-PDF
Departmental catalogue number11-614E
Subject terms
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