Robust seasonal adjustment by Bayesian m
✍
Martin R. Young
📂
Article
📅
1996
🏛
John Wiley and Sons
🌐
English
⚖ 775 KB
Akaike's BAYSEA approach to seasonal decomposition is designed to capture the respective merits of several pre-existing adjustment techniques. BAYSEA is computationally efficient, requires only weak assumptions about the data-generating process, and is based on solid inferential (namely, Bayesian) f