Seasonal Adjustment by Signal Extraction
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Publication:155026
DOI10.2307/2982132zbMath0461.62074OpenAlexW231358793MaRDI QIDQ155026
Publication date: 1980
Published in: Journal of the Royal Statistical Society. Series A (General) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2982132
forecasttrendextreme valuesharmonic functionseasonal adjustmenttransientsignal extractionpartial fractionslinear filterirregularARIMA modelannual revisionsautocovariance generating functionbackcastresidual seasonality
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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