00000nam 2200000za 4500 9.838105 CaOODSP 20221107151311 cr ||||||||||| 170612s1987 onc |o f|0| 0 eng d CaOODSP eng eng fre n-cn--- CS11-614/87-7E-PDF Dagum, Estela Bee. Structural and reduced-form approaches of ARIMA model based seasonal adjustment methods [electronic resource] / Estela Bee Dagum. [Ottawa] : Statistica Canada, [1987]. 22 p. Working paper ; 87-7 Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA-87-007E." Includes bibliographic references. "Two strategies have been followed for the development of model-based seasonal adjustment methods. One, where each of the unobserved components, trend-cycle, seasonal and irregular is assumed to follow a normal stochastic process of the ARIMA class and the other, where the observed data are assumed to follow an ARIMA process and from it similar kind of models are derived for the components. The first approach is known as "structural" and the second, as the "reduced-form" given their similarities to the problems of identification of structures from the data in econometrics. This paper discusses the major properties and operational limitations of these two approaches. It also analyses the salient characteristics of the empirical comparisons made between model-based seasonal adjustment methods and the X-11-ARIMA which is used by the majority of government statistical agencies"--Abstract. Abstract in French. gccst Statistical analysis gccst Methodology Canada. Statistics Canada. Methodology Branch. Working paper (Statistics Canada. Methodology Branch) 87-7 (CaOODSP)9.834763 PDF 2.39 MB https://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-87-7-eng.pdf 11-614E no. 87-07