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An investigation into a non-linear stochastic trend model

✍ Scribed by Klaus Neusser


Book ID
105856011
Publisher
Springer-Verlag
Year
1999
Tongue
English
Weight
366 KB
Volume
24
Category
Article
ISSN
0377-7332

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## Abstract A non‐linear dynamic model is introduced for multiplicative seasonal time series that follows and extends the X‐11 paradigm where the observed time series is a product of trend, seasonal and irregular factors. A selection of standard seasonal and trend component models used in additive