Saisonbereinigung mittels rekursiver Filter. (Seasonal adjustment by recursive filters) (Q1091728)
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English | Saisonbereinigung mittels rekursiver Filter. (Seasonal adjustment by recursive filters) |
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Saisonbereinigung mittels rekursiver Filter. (Seasonal adjustment by recursive filters) (English)
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1986
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In this paper a definition of seasonal adjustment is given by means of the theory of linear time independent systems. From this idea two recursive filters are derived. Their effects are shown by some examples.
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time series
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seasonal adjustment
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linear time independent systems
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recursive filters
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