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001 | 9.848283 |
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003 | CaOODSP |
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005 | 20221107153634 |
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007 | cr ||||||||||| |
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008 | 171205s1985 oncd #ob f100 0 eng d |
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040 | |aCaOODSP|beng |
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041 | |aeng|afre |
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043 | |an-cn--- |
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086 | 1 |aCS11-614/85-33P-PDF |
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100 | 1 |aCholette, Pierre-A. (Pierre-Arthur), |d1948- |
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245 | 14|aUne approche multivariée pour la prévision des indicateurs coïncidents à partir d'indicateurs avancés |h[electronic resource] = |bA multivariate approach to forecasting coincident indicators using leading indicators / |cby Pierre A. Choquette and Robert Lamy. |
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246 | 11|aMultivariate approach to forecasting coincident indicators using leading indicators |
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250 | |aPreliminary |
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260 | |aOttawa : |bStatistics Canada, Methodology Branch, |c1985. |
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300 | |a26 p. : |bgraphs |
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490 | 1 |aWorking paper ; |v85-33P |
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500 | |aDigitized edition from print [produced by Statistics Canada]. |
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500 | |a"Working paper TSRA-85-033EF." |
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500 | |a"Paper presented at The Fifith International Symposium on Forecasting, held in Montréal from June 9 to 12, 1985." |
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500 | |a"April 1985." |
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504 | |aIncludes bibliographical references. |
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520 | 3 |a"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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546 | |aText in English and French. |
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692 | 07|2gccst|aForecasting |
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692 | 07|2gccst|aMethodology |
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692 | 07|2gccst|aIndicators |
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700 | 1 |aLamy, Robert. |
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710 | 1 |aCanada. |bStatistics Canada. |bMethodology Branch. |
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792 | |tUne approche multivariée pour la prévision des indicateurs coïncidents à partir d'indicateurs avancés |w(CaOODSP)9.848288 |
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830 | #0|aWorking paper (Statistics Canada. Methodology Branch)|v85-33P.|w(CaOODSP)9.834763 |
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856 | 40|qPDF|s4.50 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-85-33P.pdf |
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