Transformations and seasonal adjustment

DOI10.1111/j.1467-9892.2008.00600.xzbMath1223.62154OpenAlexW2146201712MaRDI QIDQ3077641

Marco Riani, Tommaso Proietti

Publication date: 22 February 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00600.x

zbMATH Keywords

numerical integrationBox-Cox transformationforward searchsimulation smootherstructural time series models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Numerical integration (65D30)

Related Items (6)

Transformed symmetric generalized autoregressive moving average models ⋮ The finite sample performance of two methods for choosing a power transformation when seasonally adjusting a time series with X-13ARIMA-SEATS ⋮ Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression ⋮ The forward search: theory and data analysis ⋮ The Box-Cox transformation: review and extensions ⋮ Better Articulating Normal Curve Theory for Introductory Mathematical Statistics Students: Power Transformations and Their Back-Transformations

Uses Software

• QUADPACK
• Ox
• SsfPack

Cites Work

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• An Alternative Family of Transformations
• Robust diagnostic regression analysis
• A new family of power transformations to improve normality or symmetry
• On the Comparative Anatomy of Transformations
• Correction for Bias Introduced by a Transformation of Variables
• Extensions of the Forward Search to Time Series
• A simple and efficient simulation smoother for state space time series analysis
• Statistical algorithms for models in state space using SsfPack 2.2
• The simulation smoother for time series models

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