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| 01982nam 2200349za 4500 |
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| 001 | 9.838755 |
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| 003 | CaOODSP |
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| 005 | 20221107151443 |
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| 007 | cr ||||||||||| |
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| 008 | 170622s1993 onc |o f|0| 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aCS11-614/93-5E-PDF |
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| 100 | 1 |aPfeffermann, D. |
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| 245 | 10|aEstimation of the variances of X-11-ARIMA seasonally adjusted estimators for a multiplicative decomposition and heteroscedastic variances |h[electronic resource] / |cby Danny Pfeffermann, Marietta Morry and Paul Wong. |
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| 260 | |a[Ottawa] : |bStatistics Canada, |c[1993]. |
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| 300 | |a15, [5] p. : |bfigures. |
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| 490 | 1 |aWorking paper ; |v93-5 |
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| 500 | |aDigitized edition from print [produced by Statistics Canada]. |
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| 500 | |a"Working Paper No. METH-93-005." |
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| 504 | |aIncludes bibliographic references. |
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| 520 | 3 |a"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. |
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| 546 | |aAbstract in French. |
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| 692 | 07|2gccst|aStatistical analysis |
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| 692 | 07|2gccst|aMethodology |
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| 700 | 1 |aMorry, M. |
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| 700 | 1 |aWong, Paul. |
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| 710 | 1 |aCanada. |bStatistics Canada. |bMethodology Branch. |
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| 830 | #0|aWorking paper (Statistics Canada. Methodology Branch)|v93-5|w(CaOODSP)9.834763 |
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| 856 | 40|qPDF|s2.62 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-93-5-eng.pdf |
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