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:
publications.gc.ca/pub?id=9.838383&sl=0
| Department/Agency |
|
|---|---|
| Title | New developments in the X-11-ARIMA / by Estela Bee Dagum. |
| Series title |
|
| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
| Electronic document | |
| Note(s) |
|
| Publishing information |
|
| Author / Contributor |
|
| Description | 24 p. |
| Catalogue number |
|
| Departmental catalogue number | 11-614E |
| Subject terms |
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.Page details
- Date modified: