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.
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| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | Variance of X-11-ARIMA estimates : a structural approach / by Estela Bee Dagum and Benoit Quenneville. |
| Series title | Working paper ; 88-25 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| 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- |
| Description | 17, [4] p. : figures. |
| Catalogue number |
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| Departmental catalogue number | 11-614E no. 88-25 |
| Subject terms | Methodology Statistical analysis |
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