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  • 1. Adjustment of seasonally adjusted series to annual totals Archived
    Articles and reports: 11-522-X20030017695
    Description:

    This paper proposes methods to correct a seasonally adjusted series so that its annual totals match those of the raw series. The methods are illustrated with a seasonally adjusted series obtained with either X-11-ARIMA or X-12-ARIMA.

    Release date: 2005-01-26
  • 2. Performance of ARIMA models in time series Archived
    Articles and reports: 12-001-X198500114366
    Description:

    This study is mainly concerned with an evaluation of the forecasting performance of a set of the most often applied ARIMA models. These models were fitted to a sample of two hundred seasonal time series chosen from eleven sectors of the Canadian economy. The performance of the models was judged according to eight variable criteria, namely: average forecast error for the last three years, the chi-square statistic for the randomness of the residuals, the presence of small parameters, overdifferencing, underdifferencing, correlation between the parameters, stationarity and invertibility. Overall and conditional rankings of the models are obtained and graphs are presented.

    Release date: 1985-06-14
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Articles and reports (2)

Articles and reports (2) ((2 results))

  • 1. Adjustment of seasonally adjusted series to annual totals Archived
    Articles and reports: 11-522-X20030017695
    Description:

    This paper proposes methods to correct a seasonally adjusted series so that its annual totals match those of the raw series. The methods are illustrated with a seasonally adjusted series obtained with either X-11-ARIMA or X-12-ARIMA.

    Release date: 2005-01-26
  • 2. Performance of ARIMA models in time series Archived
    Articles and reports: 12-001-X198500114366
    Description:

    This study is mainly concerned with an evaluation of the forecasting performance of a set of the most often applied ARIMA models. These models were fitted to a sample of two hundred seasonal time series chosen from eleven sectors of the Canadian economy. The performance of the models was judged according to eight variable criteria, namely: average forecast error for the last three years, the chi-square statistic for the randomness of the residuals, the presence of small parameters, overdifferencing, underdifferencing, correlation between the parameters, stationarity and invertibility. Overall and conditional rankings of the models are obtained and graphs are presented.

    Release date: 1985-06-14
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