Seasonal adjustment in the 80's : some problems and solutions / Estela Bee Dagum, Guy Huot and Marietta Morry. : CS11-614/87-12E-PDF
"Most statistical bureaus do not apply uniform practices for the seasonal adjustment of related series and, consequently, the presence of inconsistencies may occur. This lack of uniformity results mainly from the fact that: (1) the seasonal adjustment method, the X-11-ARIMA, can be used in four different modes (each mode producing different current seasonally adjusted values of the same series); and (2) that most key economic and social indicators are large aggregates and the results differ whether they are seasonally adjusted directly or indirectly (through the aggregation of each of the seasonally adjusted components). Other problems faced currently by Statistics Canada and other statistical bureaus which will also be discussed in this paper are: the smoothing of highly irregular seasonally adjusted series, the estimation of trading day variation and the estimation of Easter effect"--Abstract.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.838115&sl=1
| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | Seasonal adjustment in the 80's : some problems and solutions / Estela Bee Dagum, Guy Huot and Marietta Morry. |
| Titre de la série | Working paper ; 87-12 |
| 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-87-012E." Includes bibliographic references. |
| Information sur la publication | Ottawa : Statistics Canada, [1987]. |
| Auteur / Contributeur | Dagum, Estela Bee. Huot, Guy. Morry, M. |
| Description | 25, [3] p. : figures. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-614E no. 87-12 |
| Descripteurs | Statistical analysis Methodology |
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