Multipass Seasonal Adjustment Filter
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Publication:3816877
DOI10.1287/mnsc.35.1.100zbMath0665.62096MaRDI QIDQ3816877
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
smoothing; Kalman filter; seasonal adjustment; multiplicative seasonal model; back forecasting; multipass filtering; seasonal decomposition algorithm; state-space seasonal time series model
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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