New developments in the X-11-ARIMA / by Estela Bee Dagum.: CS11-614/87-11E-PDF
"Developments related with the seasonal adjustment function include (i) estimation of Easter effect; (ii) estimation of stochastic trading-day variations; (iii) new replacement of extreme values; (iv) increasing the accuracy of the end-weights of the five Henderson trend-cycle filters; and (v) new diagnostic tools. The main purpose of this paper is to provide a summary of each one of these major developments and their impact on the two corresponding basic functions of X-11-ARIMA"--Abstract.
Permanent link to this Catalogue record:
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| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | New developments in the X-11-ARIMA / by Estela Bee Dagum. |
| Series title | Working paper ; 87-11 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA-87-011E." Includes bibliographic references. |
| Publishing information | [Ottawa] : Statistics Canada, [1987]. |
| Author / Contributor | Dagum, Estela Bee. |
| Description | 24 p. |
| Catalogue number |
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| Departmental catalogue number | 11-614E |
| Subject terms | Methodology Statistical analysis |
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