00000nam 2200000za 4500 9.838755 CaOODSP 20221107151443 cr ||||||||||| 170622s1993 onc |o f|0| 0 eng d CaOODSP eng eng fre n-cn--- CS11-614/93-5E-PDF Pfeffermann, D. Estimation of the variances of X-11-ARIMA seasonally adjusted estimators for a multiplicative decomposition and heteroscedastic variances [electronic resource] / by Danny Pfeffermann, Marietta Morry and Paul Wong. [Ottawa] : Statistics Canada, [1993]. 15, [5] p. : figures. Working paper ; 93-5 Digitized edition from print [produced by Statistics Canada]. "Working Paper No. METH-93-005." Includes bibliographic references. "This paper provides an extension to the method of estimating the variances of the X11ARIMA seasonally adjusted estimators under the assumption of linearity described in Pfeffermann (1993). These extensions include the case where the variance and the autocovariances of the survey errors are time dependent, the case of multiplicative decomposition and the case of variance estimation in the presence of the additional non-linear operations of the X11ARIMA method such as the identification and replacement of extreme values and the identification and estimation of the X11ARIMA models used for extrapolation"--Abstract. Abstract in French. gccst Statistical analysis gccst Methodology Morry, M. Wong, Paul. Canada. Statistics Canada. Methodology Branch. Working paper (Statistics Canada. Methodology Branch) 93-5 (CaOODSP)9.834763 PDF 2.62 MB https://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-93-5-eng.pdf 11-614 no. 93-5