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User's manual for PROC X11ARIMA / by Misako Kozono Gratton and Estela Bee Dagum.CS11-614/86-17E-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 XII 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.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.837987&sl=0

Publication information
Department/Agency
  • Canada. Statistics Canada. Methodology Branch.
TitleUser's manual for PROC X11ARIMA / by Misako Kozono Gratton and Estela Bee Dagum.
Series title
  • Working paper ; 86-17
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • Digitized edition from print [produced by Statistics Canada].
  • Includes bibliographic references.
  • Abstract in French.
Publishing information
  • [Ottawa] : Statistics Canada, [1986].
Author / Contributor
  • Gratton, Misako Kozono.
  • Dagum, Estela Bee.
Description35 p.
Catalogue number
  • CS11-614/86-17E-PDF
Departmental catalogue number11-614E
Subject terms
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