Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method

DOI10.2307/3314713MaRDI QIDQ3311532zbMATH OpenOpenAlexFDO

Authors Estela Bee Dagum

Publication date 1983

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3314713

zbMATH Keywords

forecastingseasonal adjustmenttransfer functionlinear filtersmultiplicative seasonal modelX-11-ARIMA

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

Cites work

• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Data revisions with moving average seasonal adjustment procedures
• Decomposition of Seasonal Time Series: A Model for the Census X-11 Program
• Seasonal Adjustment and Relations Between Variables
• Spectral Analysis of Seasonal Adjustment Procedures

Cited in

(4)

• The effect of seasonal adjustment filters on tests for a unit root (with discussion)
• A GENERAL METHOD FOR ESTIMATING THE VARIANCES OF X-11 SEASONALLY ADJUSTED ESTIMATORS
• Time series modeling and decomposition
• Sufficient statistics for arma models with some fixed parameters

This page was built for publication: Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3311532)