000 02388cam  2200409za 4500
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008171205s1985    oncd   #ob   f100 0 eng d
040 |aCaOODSP|beng
041 |aeng|afre
043 |an-cn---
0861 |aCS11-614/85-33P-PDF
1001 |aCholette, Pierre-A. (Pierre-Arthur), |d1948-
24514|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.
24611|aMultivariate approach to forecasting coincident indicators using leading indicators
250 |aPreliminary
260 |aOttawa : |bStatistics Canada, Methodology Branch, |c1985.
300 |a26 p. : |bgraphs
4901 |aWorking paper ; |v85-33P
500 |aDigitized edition from print [produced by Statistics Canada].
500 |a"Working paper TSRA-85-033EF."
500 |a"Paper presented at The Fifith International Symposium on Forecasting, held in Montréal from June 9 to 12, 1985."
500 |a"April 1985."
504 |aIncludes bibliographical references.
5203 |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.
546 |aText in English and French.
69207|2gccst|aForecasting
69207|2gccst|aMethodology
69207|2gccst|aIndicators
7001 |aLamy, Robert.
7101 |aCanada. |bStatistics Canada. |bMethodology Branch.
792 |tUne approche multivariée pour la prévision des indicateurs coïncidents à partir d'indicateurs avancés |w(CaOODSP)9.848288
830#0|aWorking paper (Statistics Canada. Methodology Branch)|v85-33P.|w(CaOODSP)9.834763
85640|qPDF|s4.50 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-85-33P.pdf