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Variance of X-11-ARIMA estimates : a structural approach / by Estela Bee Dagum and Benoit Quenneville.: CS11-614/88-25E-PDF

"This paper presents a method for the approximation of the variance of X-11-ARIMA estimates. The method uses structural models in a state space form, the Kalman filter and the fixed interval smoother"--Abstract.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.838211&sl=0

Publication information
Department/Agency
  • Canada. Statistics Canada. Methodology Branch.
TitleVariance of X-11-ARIMA estimates : a structural approach / by Estela Bee Dagum and Benoit Quenneville.
Series title
  • Working paper ; 88-25
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • Digitized edition from print [produced by Statistics Canada].
  • "Working paper TSRAD-88-025E."
  • "October 1988."
  • Includes bibliographic references.
Publishing information
  • Ottawa : Statistics Canada, 1988.
Author / Contributor
  • Dagum, Estela Bee.
  • Quenneville, Benoit,1959-
Description17, [4] p. : figures.
Catalogue number
  • CS11-614/88-25E-PDF
Departmental catalogue number11-614E no. 88-25
Subject terms
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