Robust seasonal adjustment by Bayesian m
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Martin R. Young
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Article
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1996
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John Wiley and Sons
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English
โ 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