Controlling Revisions in Arima‐Model‐Based Seasonal Adjustment

DOI10.1111/1467-9892.00262zbMATH Open1062.62216OpenAlexW3124290611MaRDI QIDQ4677003FDOQ4677003

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

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)

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)

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

Uses Software

• TRAMO

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