The choice of time interval in seasonal adjustment: a heuristic approach
From MaRDI portal
Publication:849869
DOI10.1007/s00362-006-0295-xzbMath1125.62095OpenAlexW1981589044MaRDI QIDQ849869
Edoardo Otranto, Giancarlo Bruno
Publication date: 14 November 2006
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-006-0295-x
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
Uses Software
Cites Work
- Seasonal Adjustment by Signal Extraction
- The effect of seasonal adjustment filters on tests for a unit root (with discussion)
- The effect of linear filters on dynamic time series with structural change
- A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Controlling Revisions in Arima‐Model‐Based Seasonal Adjustment