Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method
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Publication:3311532
DOI10.2307/3314713zbMath0529.62078MaRDI QIDQ3311532
Publication date: 1983
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3314713
X-11-ARIMA; transfer function; forecasting; seasonal adjustment; linear filters; multiplicative seasonal model
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
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A GENERAL METHOD FOR ESTIMATING THE VARIANCES OF X-11 SEASONALLY ADJUSTED ESTIMATORS, Time series modeling and decomposition, The effect of seasonal adjustment filters on tests for a unit root (with discussion), Sufficient statistics for arma models with some fixed parameters
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