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Analyse spectrale des filtres de la méthode de désaisonnalisation X-11-ARMMI

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  • Cholette, Pierre-A.

    (Statistique Canada)

Abstract

This paper examines the changes produced on the seasonal estimates of the X-11-ARIMA method (Dagum, 1980), when (1) the two by twelve preliminary trend-cycle estimator is replaced by that of Cholette (1979a) (now optional in the program) and when (2) the "end" weights of the seasonal three by three and three by five moving averages are modified.

Suggested Citation

  • Cholette, Pierre-A., 1980. "Analyse spectrale des filtres de la méthode de désaisonnalisation X-11-ARMMI," L'Actualité Economique, Société Canadienne de Science Economique, vol. 56(3), pages 465-484, juillet-s.
    • Handle: RePEc:ris:actuec:v:56:y:1980:i:3:p:465-484
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