Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method

DOI10.2307/3314713zbMath0529.62078OpenAlexW1989240131MaRDI QIDQ3311532

Estela Bee Dagum

Publication date: 1983

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

Full work available at URL: https://doi.org/10.2307/3314713

zbMATH Keywords

X-11-ARIMAtransfer functionforecastingseasonal adjustmentlinear filtersmultiplicative seasonal model

Mathematics Subject Classification ID

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)

Related Items (4)

A GENERAL METHOD FOR ESTIMATING THE VARIANCES OF X-11 SEASONALLY ADJUSTED ESTIMATORS ⋮ The effect of seasonal adjustment filters on tests for a unit root (with discussion) ⋮ Sufficient statistics for arma models with some fixed parameters ⋮ Time series modeling and decomposition

Cites Work

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• Data revisions with moving average seasonal adjustment procedures
• Decomposition of Seasonal Time Series: A Model for the Census X-11 Program
• Seasonal Adjustment and Relations Between Variables
• Spectral Analysis of Seasonal Adjustment Procedures

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