返回Google圖書搜尋

User's Manual for PROC X11ARIMA

出版	Statistics Canada, Methodology Branch, Time Series Research and Analysis Division, 1986
URL	http://books.google.com.hk/books?id=O2tPswEACAAJ&hl=&source=gbs_api

註釋The X11ARIMA procedure is an adaptation of the X-11-ARIMA Seasonal Adjustment Program developed at Statistics Canada by Dagum (1980). The procedure offers all the functions available in the PROC X11 plus additional features that include: (a) ARIMA modelling (Box and Jenkins, 1970) for extrapolation of the series; (b) the composition of series by addition, subtraction, multiplication and division of several components; and (c) a set of control statistics to assess the reliability of the output.