MODELING, FORECASTING AND SEASONALLY ADJUSTING ECONOMIC TIME-SERIES WITH THE X-11-ARIMA METHOD

被引:14
作者
DAGUM, EB [1 ]
机构
[1] STAT CANADA,SEASONAL ADJUSTMENT & TIME SERIES ANAL STAFF,OTTAWA K1A 0T6,ONTARIO,CANADA
来源
STATISTICIAN | 1978年 / 27卷 / 3-4期
关键词
D O I
10.2307/2988184
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:203 / 216
页数:14
相关论文
共 21 条
  • [1] ANDERSON OD, 1975, TIME SERIES ANAL
  • [2] Box G. E. P., 1970, TIME SERIES ANAL FOR, V(1st)
  • [3] BOX GEP, 1970, TIME SERIES ANAL FOR
  • [4] CHOLETTE PA, 1978, COMPARISON ASSESSMEN
  • [5] DAGUM EB, 1977, SURVEY SAMPLING MEAS
  • [6] DAGUM EB, 1978, COMPARISON ASSESSMEN
  • [7] DAGUM EB, 1975, P INT I STAT 40 SESS, V3, P206
  • [8] DAGUM EB, 1976 P NBER BUR CENS
  • [9] FARLEY D, 1976 P NBER BUR CENS
  • [10] Granger C. W.J., 1977, FORECASTING EC TIME