New developments in the X-11-ARIMA / by Estela Bee Dagum. : CS11-614/87-11E-PDF
"Developments related with the seasonal adjustment function include (i) estimation of Easter effect; (ii) estimation of stochastic trading-day variations; (iii) new replacement of extreme values; (iv) increasing the accuracy of the end-weights of the five Henderson trend-cycle filters; and (v) new diagnostic tools. The main purpose of this paper is to provide a summary of each one of these major developments and their impact on the two corresponding basic functions of X-11-ARIMA"--Abstract.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.838383&sl=1
Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
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Titre | New developments in the X-11-ARIMA / by Estela Bee Dagum. |
Titre de la série | Working paper ; 87-11 |
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-87-011E." Includes bibliographic references. |
Information sur la publication | [Ottawa] : Statistics Canada, [1987]. |
Auteur / Contributeur | Dagum, Estela Bee. |
Description | 24 p. |
Numéro de catalogue |
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Numéro de catalogue du ministère | 11-614E |
Descripteurs | Methodology Statistical analysis |