Seasonal adjustment is performed in some data-producing agencies according to the ARIMA-model-based signal extraction theory. A stochastic linear process parametrized in terms of an ARIMA model is ®rst ®tted to the series, and from this model the models for the trend, cycle, seasonal, and irregular
✦ LIBER ✦
Non-linear signal evaluation with linear regression techniques for redundant signals
✍ Scribed by Gerhard Niebling; Rudolf Mu¨ller
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 233 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0925-4005
No coin nor oath required. For personal study only.
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