A GENERAL METHOD FOR ESTIMATING THE VARIANCES OF X-11 SEASONALLY ADJUSTED ESTIMATORS

DOI10.1111/j.1467-9892.1994.tb00179.xzbMath0800.62547OpenAlexW2036527566MaRDI QIDQ4299030

Danny Pfeffermann

Publication date: 29 June 1994

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00179.x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

A nonparametric method for asymmetrically extending signal extraction filters

Cites Work

• Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method
• Decomposition of Seasonal Time Series: A Model for the Census X-11 Program
• Seasonal Adjustment and Relations Between Variables

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