Some properties of the seasonal adjustment diagnostics in X-12-ARIMA

Articles and reports: 11-522-X20030017694
Description:

This paper evaluates the performance of diagnostics for seasonal adjustment as they relate to the performance of X-12-ARIMA and SEATS on a large sample of real and simulated economic time series.

Issue Number: 2003001
Author(s): Feldpausch, Roxanne M.; Hood, Catherine C.
Main Product: Statistics Canada International Symposium Series: Proceedings
Format Release date More information
CD-ROM January 26, 2005
PDF January 26, 2005

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