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Seasonal adjustment by signal extraction

โœ Scribed by Gerhard Thury


Book ID
105006737
Publisher
Springer US
Year
1985
Tongue
English
Weight
861 KB
Volume
12
Category
Article
ISSN
0340-8744

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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