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A study on the autocorrelation of residuals from the X11ARIMA method / by Estela Bee Dagum, Norma Chhab and Binyam Solomon.: CS11-614/89-14E-PDF

"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.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.838252&sl=0

Publication information
Department/Agency
  • Canada. Statistics Canada. Methodology Branch.
TitleA study on the autocorrelation of residuals from the X11ARIMA method / by Estela Bee Dagum, Norma Chhab and Binyam Solomon.
Series title
  • Working paper ; 89-14
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • Digitized edition from print [produced by Statistics Canada].
  • "Working Paper No. TSRA-89-014E."
  • "September 1989."
  • Includes bibliographic references.
  • Abstract in French.
Publishing information
  • Ottawa : Statistics Canada, 1989.
Author / Contributor
  • Dagum, Estela Bee.
  • Chhab, Norma.
  • Solomon, Binyam.
Description16 p.
Catalogue number
  • CS11-614/89-14E-PDF
Departmental catalogue number11-614E
Subject terms
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