On the dynamic structure of a seasonal component

DOI10.1016/0165-1889(89)90012-2zbMATH Open0709.62562OpenAlexW2010210619MaRDI QIDQ921806FDOQ921806

Agustín Maravall

Publication date: 1989

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(89)90012-2

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
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• Seasonal Adjustment by Signal Extraction
• An ARIMA-Model-Based Approach to Seasonal Adjustment
• A Note on the Extraction of Components from Time Series
• Notes on economic time series analysis: system theoretic perspectives
• Decomposition of Seasonal Time Series: A Model for the Census X-11 Program
• Errors in Variables and Seasonal Adjustment Procedures
• A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL

Cited In (2)

• Stochastic linear trends. Models and estimators
• Trend-cycle detection as a filtering problem

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