Illuminating ARIMA model-based seasonal adjustment with three fundamental seasonal models
Year of publication: |
2016
|
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Authors: | Findley, David F. ; Lytras, Demetra P. ; Maravall Herrero, Agustin |
Published in: |
SERIEs - Journal of the Spanish Economic Association. - Heidelberg : Springer, ISSN 1869-4195. - Vol. 7.2016, 1, p. 11-52
|
Publisher: |
Heidelberg : Springer |
Subject: | ARIMA models | Signal extraction smoothness | Timeseries |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1007/s13209-016-0139-4 [DOI] 858781549 [GVK] hdl:10419/158550 [Handle] |
Classification: | C4 - Econometric and Statistical Methods: Special Topics ; C8 - Data Collection and Data Estimation Methodology; Computer Programs |
Source: |
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Illuminating ARIMA model-based seasonal adjustment with three fundamental seasonal models
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Illuminating ARIMA model-based seasonal adjustment with three fundamental seasonal models
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