Multipass Seasonal Adjustment Filter

DOI10.1287/MNSC.35.1.100MaRDI QIDQ3816877zbMATH OpenOpenAlexFDO

Authors Tep Sastri

Publication date 1989

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.35.1.100

zbMATH Keywords

back forecastingKalman filtermultipass filteringmultiplicative seasonal modelseasonal adjustmentseasonal decomposition algorithmsmoothingstate-space seasonal time series model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Recommendations

• scientific article; zbMATH DE number 3852254
• A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions
• Saisonbereinigung mittels rekursiver Filter. (Seasonal adjustment by recursive filters)
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Cited in

(5)

• Saisonbereinigung mittels rekursiver Filter. (Seasonal adjustment by recursive filters)
• scientific article; zbMATH DE number 3852254 (Why is no real title available?)
• Uncertainty in Model-Based Seasonal Adjustment Procedures and Construction of Minimax Filters
• Nonlinear control charts for jump detection
• State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies)

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