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Glossary
- X-11-ARIMA
A software package originally developed by Statistics Canada in 1980 and updated in 1988 to X11ARIMA88, uses Box Jenkins AutoRegressive Integrated Moving Average (ARIMA) models to extend a time series. Essentially, the use of ARIMA modelling on the original series helps reduce revisions in the seasonally adjusted series so that the effect of the end-point problem is reduced.