Seasonal adjustment for forecasting / by Estela Bee Dagum. : CS11-614/86-13E-PDF
"This study analyses the effect of seasonal adjustment on the accuracy of forecasts generated from the decomposition method and compares the best against forecasts obtained directly from seasonal ARIMA (SARIMA) models fitted to the original series. Three seasonal adjustment options of the X-11-ARIMA namely: (1) standard; (2) stable and (3) fast-moving seasonality are tested on 35 monthly macroeconomic time series. The MAPE and standardized RMSE of the forecasts from the various methods are calculated for several time horizons"--Abstract.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.837976&sl=1
| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | Seasonal adjustment for forecasting / by Estela Bee Dagum. |
| Titre de la série | Working paper ; 86-13 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA-86-013E." "June, 1986." Includes bibliographic references. Abstract in French. |
| Information sur la publication | Ottawa : Statistics Canada, 1986. |
| Auteur / Contributeur | Dagum, Estela Bee. |
| Description | [33] p. : figures. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-614E |
| Descripteurs | Methodology Statistical analysis |
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