Transformations and seasonal adjustment

DOI10.1111/J.1467-9892.2008.00600.XMaRDI QIDQ3077641zbMATH OpenOpenAlexFDO

Authors Tommaso Proietti, Marco Riani

Publication date 22 February 2011

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.2008.00600.x

zbMATH Keywords

Box-Cox transformationforward searchnumerical integrationsimulation smootherstructural time series models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics in engineering and industry; control charts (62P30) Numerical integration (65D30)

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Cites work

• A new family of power transformations to improve normality or symmetry
• A simple and efficient simulation smoother for state space time series analysis
• An Alternative Family of Transformations
• Correction for Bias Introduced by a Transformation of Variables
• Extensions of the Forward Search to Time Series
• scientific article; zbMATH DE number 3932235 (Why is no real title available?)
• scientific article; zbMATH DE number 3537122 (Why is no real title available?)
• scientific article; zbMATH DE number 3802727 (Why is no real title available?)
• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• scientific article; zbMATH DE number 2230348 (Why is no real title available?)
• On the Comparative Anatomy of Transformations
• Robust diagnostic regression analysis
• Statistical algorithms for models in state space using SsfPack 2.2
• The simulation smoother for time series models
• Time series analysis by state space methods

Cited in

(8)

• The Box-Cox transformation: review and extensions
• The forward search: theory and data analysis
• Transformed symmetric generalized autoregressive moving average models
• Time-Series Forecast Jointly Allowing the Unit-Root Detection and the Box–Cox Transformation
• Better Articulating Normal Curve Theory for Introductory Mathematical Statistics Students: Power Transformations and Their Back-Transformations
• The finite sample performance of two methods for choosing a power transformation when seasonally adjusting a time series with X-13ARIMA-SEATS
• Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression
• Robust asset allocation with conditional value at risk using the forward search

Describes a project that uses

Uses Software

• QUADPACK
• Ox
• SsfPack

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