On the dynamic structure of a seasonal component

DOI10.1016/0165-1889(89)90012-2zbMath0709.62562OpenAlexW2010210619MaRDI QIDQ921806

Agustin Maravall

Publication date: 1989

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(89)90012-2

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Stochastic linear trends. Models and estimators ⋮ Trend-cycle detection as a filtering problem

Cites Work

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• Seasonal Adjustment by Signal Extraction
• Notes on economic time series analysis: system theoretic perspectives
• Errors in Variables and Seasonal Adjustment Procedures
• A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL
• An ARIMA-Model-Based Approach to Seasonal Adjustment
• A Note on the Extraction of Components from Time Series
• Decomposition of Seasonal Time Series: A Model for the Census X-11 Program

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