Multipass Seasonal Adjustment Filter

DOI10.1287/mnsc.35.1.100zbMath0665.62096OpenAlexW2119111330MaRDI QIDQ3816877

Tep Sastri

Publication date: 1989

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.35.1.100

zbMATH Keywords

smoothingKalman filterseasonal adjustmentmultiplicative seasonal modelback forecastingmultipass filteringseasonal decomposition algorithmstate-space seasonal time series model

Mathematics Subject Classification ID

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

Related Items (2)

State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies) ⋮ Nonlinear control charts for jump detection

This page was built for publication: Multipass Seasonal Adjustment Filter