00000nam 2200000za 4500 9.848283 CaOODSP 20221107153634 cr ||||||||||| 171205s1985 oncd #ob f100 0 eng d CaOODSP eng eng fre n-cn--- CS11-614/85-33P-PDF Cholette, Pierre-A. (Pierre-Arthur), 1948- Une approche multivariée pour la prévision des indicateurs coïncidents à partir d'indicateurs avancés [electronic resource] = A multivariate approach to forecasting coincident indicators using leading indicators / by Pierre A. Choquette and Robert Lamy. Multivariate approach to forecasting coincident indicators using leading indicators Preliminary Ottawa : Statistics Canada, Methodology Branch, 1985. 26 p. : graphs Working paper ; 85-33P Digitized edition from print [produced by Statistics Canada]. "Working paper TSRA-85-033EF." "Paper presented at The Fifith International Symposium on Forecasting, held in Montréal from June 9 to 12, 1985." "April 1985." Includes bibliographical references. "The paper shows how smoothing filters can be built into multivariate ARIMA models. The technique can be especially useful for time series with sizable irregular fluctuations. These tend to blurr the relationships between the series, to disturb the forecasts and to devaluate the forecasting performance. The approach proposed circumvents these problems, and is illustrated by joint ARIMA forecasting of the Canadian Composite Leading Indicator and the Index of Industrial Production."--Abstract. Text in English and French. gccst Forecasting gccst Methodology gccst Indicators Lamy, Robert. Canada. Statistics Canada. Methodology Branch. Une approche multivariée pour la prévision des indicateurs coïncidents à partir d'indicateurs avancés fre (CaOODSP)9.848288 Working paper (Statistics Canada. Methodology Branch) 85-33P. (CaOODSP)9.834763 PDF 4.50 MB https://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-85-33P.pdf