Decomposition of Seasonal Time Series: A Model for the Census X-11 Program

DOI10.2307/2285586MaRDI QIDQ4104777zbMATH OpenOpenAlexFDO

Authors William P. Cleveland, George C. Tiao

Publication date 1976

Full work available at URL https://doi.org/10.2307/2285586

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cited in

(27)

• Saisonbereinigungsverfahren. Ein Überblick
• On models and methods for Bayesian time series analysis
• A note on minimum mean squared error estimation of signals with unit roots
• Data revisions with moving average seasonal adjustment procedures
• Sources of error in economic time series
• Non-Gaussian seasonal adjustment
• A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
• A nonparametric method for asymmetrically extending signal extraction filters
• Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method
• A comparison of indicators for evaluating x-11-arima seasonal adjustment
• MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
• A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL
• Sufficient statistics for arma models with some fixed parameters
• A GENERAL METHOD FOR ESTIMATING THE VARIANCES OF X-11 SEASONALLY ADJUSTED ESTIMATORS
• Performance of seasonal unit root tests for monthly data
• A review of some modern approaches to the problem of trend extraction
• Time series modeling and decomposition
• Prediction theory for autoregressivemoving average processes
• The performance of lag selection and detrending methods for HEGY seasonal unit root tests
• Spline based Hermite quasi-interpolation for univariate time series
• Estimating trends with percentage of smoothness chosen by the user
• Stochastic linear trends. Models and estimators
• On the dynamic structure of a seasonal component
• Computing observation weights for signal extraction and filtering
• Recursive estimation in econometrics
• An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
• An iterated parametric approach to nonstationary signal extraction

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