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Estimating Trend and Growth Rates in Seasonal Time Series

โœ Scribed by Box, George E. P.; Pierce, David A.; Newbold, Paul

Book ID
126755210
Publisher
American Statistical Association
Year
1987
Tongue
English
Weight
682 KB
Volume
82
Category
Article
ISSN
0162-1459

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This paper constructs current trend growth rates for a variety of U.K. monetary aggregates. These rates are computed from decompositions of intervention-augmented ARIMA models, the interventions being identified and their magnitude estimated by an iterative detection procedure. KEY WORDS Trend grow