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001 | 9.838252 |
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003 | CaOODSP |
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005 | 20221107151333 |
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007 | cr ||||||||||| |
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008 | 170614s1989 onc |o f|0| 0 eng d |
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040 | |aCaOODSP|beng |
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041 | |aeng|bfre |
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043 | |an-cn--- |
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086 | 1 |aCS11-614/89-14E-PDF |
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100 | 1 |aDagum, Estela Bee. |
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245 | 12|aA study on the autocorrelation of residuals from the X11ARIMA method |h[electronic resource] / |cby Estela Bee Dagum, Norma Chhab and Binyam Solomon. |
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260 | |aOttawa : |bStatistics Canada, |c1989. |
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300 | |a16 p. |
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490 | 1 |aWorking paper ; |v89-14 |
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500 | |aDigitized edition from print [produced by Statistics Canada]. |
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500 | |a"Working Paper No. TSRA-89-014E." |
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500 | |a"September 1989." |
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504 | |aIncludes bibliographic references. |
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520 | 3 |a"The problem of autocorrelation in the residuals of X11ARIMA has raised many controversial discussions. This paper shows that the presence of significant autocorrelated values, particularly, at lag one and at the lag associated with the seasonal variations is mainly due to the blind use of the standard option. The autocorrelation disappears when the appropriate options available in X11ARIMA are used"--Abstract. |
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546 | |aAbstract in French. |
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692 | 07|2gccst|aMethodology |
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692 | 07|2gccst|aStatistical analysis |
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700 | 1 |aChhab, Norma. |
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700 | 1 |aSolomon, Binyam. |
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710 | 1 |aCanada. |bStatistics Canada. |bMethodology Branch. |
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830 | #0|aWorking paper (Statistics Canada. Methodology Branch)|v89-14|w(CaOODSP)9.834763 |
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856 | 40|qPDF|s2.30 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-89-14-eng.pdf |
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