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- W2160379884 abstract "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. The results show that the first substitution has a small but desirable effect which becomes more substantial for short series and for those with fast cyclical movements. On the other hand, the suggested replacement of the seasonal end weights would entail considerable improvements for series with stable seasonality or with much irregularity. Both modifications do not affect the properties of X-11-ARIMA in the centre of long series." @default.
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- W2160379884 date "2009-01-21" @default.
- W2160379884 modified "2023-10-05" @default.
- W2160379884 title "Analyse spectrale des filtres de la méthode de désaisonnalisation X-11-ARMMI" @default.
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- W2160379884 doi "https://doi.org/10.7202/600931ar" @default.
- W2160379884 hasPublicationYear "2009" @default.
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