Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models

DOI10.1080/15598608.2011.10412023zbMathNoneOpenAlexW2118640767MaRDI QIDQ450841

Carole L. Birrell, Yan-Xia Lin, David G. Steel

Publication date: 15 September 2012

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://ro.uow.edu.au/cssmwp/48

zbMATH Keywords

time seriesaggregate seriesmultivariate basic structural modelsunivariate basic structural models

Mathematics Subject Classification ID

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

Related Items (2)

Assessing direct and indirect seasonal decomposition in state space ⋮ Seasonal adjustment subject to accounting constraints

Uses Software

• SsfPack

Cites Work

• Unnamed Item
• Fast Filtering and Smoothing for Multivariate State Space Models
• Seasonal Adjustment by Signal Extraction
• Modeling Financial Time Series with S-PLUS®
• Analysis and Generalisation of a Multivariate Exponential Smoothing Model
• Time Series Analysis of Repeated Surveys: The State-space Approach
• Statistical algorithms for models in state space using SsfPack 2.2

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