Forecast performance of ARIMA models as function of the noise content and trend-cycle pattern of time series / by Estela Bee Dagum ... [et al.].: CS11-614/87-1E-PDF
"... this paper examines the relationship between the forecast error at different time horizons and certain characteristics of the series namely, the amount of irregular variation present and, the pattern of the trend-cycle component"--Introduction, p. 2.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.838089&sl=0
| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | Forecast performance of ARIMA models as function of the noise content and trend-cycle pattern of time series / by Estela Bee Dagum ... [et al.]. |
| Series title | Working paper ; 87-1 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working Paper No. TSRA-87-001E." Includes bibliographic references. Abstract in French. |
| Publishing information | [Ottawa] : Statistics Canada, [1987]. |
| Author / Contributor | Dagum, Estela Bee. |
| Description | 21 p. : figures. |
| Catalogue number |
|
| Departmental catalogue number | 11-614E no. 87-01 |
| Subject terms | Methodology Statistical analysis |
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.- Date modified: