On trend extraction models: Comments on
✍
P. C. Young; A. C. Harvey
📂
Article
📅
1992
🏛
John Wiley and Sons
🌐
English
⚖ 431 KB
In recent years there has been a continuing controversy over the relative merits to the Box-Jenkins or ARIMA method of time-series forecasting and the alternative state-space approach based on 'structural' or 'unobserved components' models. The paper by Garcia-Ferrer and del Hoyo (GH) makes an inter