The finite sample performance of two methods for choosing a power transformation when seasonally adjusting a time series with X-13ARIMA-SEATS

DOI10.1080/03610926.2022.2098334MaRDI QIDQ6118226

Victor M. Guerrero, Francisco Corona, Jesús Fabián López Pérez

Publication date: 23 February 2024

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

Akaike information criterionMonte Carlo experimentstime series methodsmultiplicative time seriesadditive time series

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness
• The Box-Cox transformation: review and extensions
• Transformations and seasonal adjustment
• Seasonal adjustment with the X-11 method
• Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression
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