tsdecomp

MaRDI QIDQ7388470CRANFDO

Authors Javier López-de-Lacalle

Last update 4 January 2017

Copyright license GNU General Public License, version 2.0

Software version identifier 0.2

Description

ARIMA-model-based decomposition of quarterly and monthly time series data. The methodology is developed and described, among others, in Burman (1980) <doi:10.2307/2982132> and Hillmer and Tiao (1982) <doi:10.2307/2287770>.

Cites work

• An ARIMA-Model-Based Approach to Seasonal Adjustment
• Seasonal Adjustment by Signal Extraction

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