Assessing direct and indirect seasonal decomposition in state space

DOI10.1080/02664763.2014.909779zbMath1352.62141OpenAlexW1987909180MaRDI QIDQ2953271

Can Tongur, Daniel Thorburn

Publication date: 4 January 2017

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.909779

zbMATH Keywords

efficiencycovariancesignal to noiseindirect seasonal adjustment

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

• Unnamed Item
• Seasonal Adjustment by Signal Extraction
• Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models
• An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment

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