Data revisions with moving average seasonal adjustment procedures
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Publication:1145458
DOI10.1016/0304-4076(80)90075-5zbMath0445.62101OpenAlexW2101611346WikidataQ126666677 ScholiaQ126666677MaRDI QIDQ1145458
Publication date: 1980
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(80)90075-5
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (11)
The information content of capacity utilization for detrending total factor productivity ⋮ A Review of Some Modern Approaches to the Problem of Trend Extraction ⋮ Sources of error in economic time series ⋮ Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method ⋮ Stochastic linear trends. Models and estimators ⋮ An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment ⋮ Controlling Revisions in Arima‐Model‐Based Seasonal Adjustment ⋮ Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models ⋮ Estimation error and the specification of unobserved component models ⋮ A nonparametric method for asymmetrically extending signal extraction filters ⋮ Saisonbereinigungsverfahren. Ein Überblick
Cites Work
- Signal extraction error in nonstationary time series
- Stability and Consistency of Seasonally Adjusted Aggregates and Their Component Patterns
- Decomposition of Seasonal Time Series: A Model for the Census X-11 Program
- Seasonal Adjustment and Relations Between Variables
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