Revisions in ARIMA Signal Extraction
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DOI10.2307/2289005zbMATH Open0616.62122OpenAlexW4237986870MaRDI QIDQ4725565FDOQ4725565
Authors: Agustín Maravall
Publication date: 1986
Full work available at URL: https://doi.org/10.2307/2289005
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- Signal extraction revision variances as a goodness-of-fit measure
- Controlling Revisions in Arima‐Model‐Based Seasonal Adjustment
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