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Kalman filter estimation of monthly U.S. oil imports

✍ Scribed by Harry Martz; Anthony Burris; Lawrence Bruckner; Robert Bivins


Book ID
103731814
Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
804 KB
Volume
11
Category
Article
ISSN
1751-4223

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This paper applies the Kalman filter to improve upon published preliminary estimates of monthly retail sales, using ARIMA model projections as an alternative information source. Published revisions of retail sales estimates showed systematic patterns. Consequently, the filter problem is specified to