Basic issues on the seasonal adjustment of the Canadian consumer price index / by Estela Bee Dagum and Marietta Morry. : CS11-614/85-20E-PDF
"This study is mainly concerned with basic issues that arise in connection with the seasonal adjustment of the Canadian Consumer Price Index when used as a current indicator of inflation. It analyses the seasonal characteristics of the series and evaluates whether a direct or an indirect adjustment is to be preferred from the viewpoint of the degree of smoothness of the monthly rate of change. Other problems discussed are the use of ARIMA extrapolations versus no ARIMA extrapolations and the application of concurrent versus year-ahead seasonal factors. The selection of the optimal procedure is made according to the degree of smoothness and size of the revisions of the seasonally adjusted monthly rate of change"--Abstract.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.837861&sl=1
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| Titre | Basic issues on the seasonal adjustment of the Canadian consumer price index / by Estela Bee Dagum and Marietta Morry. |
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| Type de publication | Monographie - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Texte numérique |
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| Description | 32 p. |
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| Numéro de catalogue du ministère | 11-614E |
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