Controlling Revisions in Arima‐Model‐Based Seasonal Adjustment

DOI10.1111/1467-9892.00262zbMath1062.62216OpenAlexW3124290611MaRDI QIDQ4677003

Raoul Depoutot, Christophe Planas

Publication date: 20 May 2005

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

Full work available at URL: https://doi.org/10.1111/1467-9892.00262

zbMATH Keywords

ARIMA modelsseasonal adjustmentsignal extractionunobserved componentsX-11 filters

Mathematics Subject Classification ID

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

Related Items (1)

The choice of time interval in seasonal adjustment: a heuristic approach

Uses Software

• TRAMO

Cites Work

• Data revisions with moving average seasonal adjustment procedures

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