A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL (Q3747570)
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scientific article; zbMATH DE number 3984403
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL |
scientific article; zbMATH DE number 3984403 |
Statements
A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL (English)
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1987
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autocovariance equations
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identification
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canonical decomposition
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frequency domain
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reduced form approach
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unobserved-components modelling
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estimation
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ARIMA process
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seasonal adjustment
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structural-form approaches
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minimum mean-squared-error estimators
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preliminary estimator
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final estimator
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0.8485699892044067
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0.8447104692459106
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0.8236750364303589
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0.7954760789871216
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