Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles
Koki Kyo, Genshiro Kitagawa
| Year of publication: |
2021
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|---|---|
| Authors: | Kyo, Koki ; Kitagawa, Genshiro |
| Published in: |
Asian Journal of Management Science and Applications. - Olney : Inderscience, ISSN 2049-8691, ZDB-ID 2743706-1. - Vol. 6.2021, 2, p. 134-162
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| Subject: | business cycles | commercial sales | DECOMP | economic time series | hyper-trend method | Kalman filter | seasonal adjustment | state space model | stationarity of a time series | trend-cycle decomposition | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Theorie | Theory | Saisonkomponente | Seasonal component | Konjunktur | Business cycle | Saisonale Schwankungen | Seasonal variations | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AJMSA.2021.120434 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012887417