Controlling Revisions in Arima‐Model‐Based Seasonal Adjustment

DOI10.1111/1467-9892.00262MaRDI QIDQ4677003zbMATH OpenOpenAlexFDO

Authors Raoul Depoutot, C. Planas

Publication date 20 May 2005

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

Full work available at URL https://doi.org/10.1111/1467-9892.00262

zbMATH Keywords

unobserved componentsseasonal adjustmentsignal extractionARIMA modelsX-11 filters

Mathematics Subject Classification ID

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

Recommendations

• Finite approximations to linear filters and the monitoring of revisions
• Seasonal adjustment with the X-11 method
• Revisions in ARIMA Signal Extraction
• scientific article; zbMATH DE number 3852254
• Saisonbereinigung mittels rekursiver Filter. (Seasonal adjustment by recursive filters)

Cites work

• Data revisions with moving average seasonal adjustment procedures

Cited in

(5)

• Uncertainty in Model-Based Seasonal Adjustment Procedures and Construction of Minimax Filters
• The choice of time interval in seasonal adjustment: a heuristic approach
• Revisions in ARIMA Signal Extraction
• A comparison of indicators for evaluating x-11-arima seasonal adjustment
• Finite approximations to linear filters and the monitoring of revisions

Describes a project that uses

Uses Software

• TRAMO

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