A general structural model for decomposing time series and its analysis as a generalized regression model (Q3031815)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A general structural model for decomposing time series and its analysis as a generalized regression model |
scientific article |
Statements
A general structural model for decomposing time series and its analysis as a generalized regression model (English)
0 references
1989
0 references
maximum likelihood estimators
0 references
decomposing economic time series
0 references
general structural model
0 references
Kalman filter
0 references
likelihood ratio test
0 references
generalized regression model
0 references
trend
0 references
cycle
0 references
season
0 references
0 references
0 references
0 references