Une approche multivariée pour la prévision des indicateurs coïncidents à partir d'indicateurs avancés = A multivariate approach to forecasting coincident indicators using leading indicators / by Pierre...: CS11-614/85-33P-PDF
"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.
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| Title | Une approche multivariée pour la prévision des indicateurs coïncidents à partir d'indicateurs avancés = A multivariate approach to forecasting coincident indicators using leading indicators / by Pierre A. Choquette and Robert Lamy. |
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| Publication type | Monograph - View Master Record |
| Language | Bilingual-[English | French] |
| Format | Digital text |
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| Parallel description | [French] |
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| Description | 26 p. : graphs |
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