Trend-seasonal decomposition of time series as whittaker-henderson graduation

DOI10.1080/02331888808802104zbMath0654.62078OpenAlexW2019697411MaRDI QIDQ3800939

Friedhelm Eicker

Publication date: 1988

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888808802104

zbMATH Keywords

predictionoutlierstime seriesrobustificationglobal smoothingdescriptive seasonal adjustmentdiagnostic modellingequivariancesgraphical checksModel free seasonal adjustment proceduresReproduction propertiestrend-seasonal decompositionWhittaker-Henderson graduation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• SAS

Cites Work

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• A Seasonal Adjustment Principle and a Seasonal Adjustment Method Derived from this Principle
• SEASONAL ADJUSTMENT BY A BAYESIAN MODELING

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