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
| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | A 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 type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| 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. |
| Description | 16 p. |
| Catalogue number |
|
| Departmental catalogue number | 11-614E |
| Subject terms | Methodology Statistical analysis |
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.- Date modified: