Transformations and seasonal adjustment

DOI10.1111/J.1467-9892.2008.00600.XzbMATH Open1223.62154OpenAlexW2146201712MaRDI QIDQ3077641FDOQ3077641

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

numerical integrationBox-Cox transformationforward searchsimulation smootherstructural time series models

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3932235 (Why is no real title available?)
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• 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
• 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)

• 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
• Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression
• Robust asset allocation with conditional value at risk using the forward search
• Transformed symmetric generalized autoregressive moving average models
• The forward search: theory and data analysis
• The Box-Cox transformation: review and extensions
• The finite sample performance of two methods for choosing a power transformation when seasonally adjusting a time series with X-13ARIMA-SEATS

Describes a project that uses

Uses Software

• QUADPACK
• Ox
• SsfPack

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