Linear signal extraction with interventi
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Christophe Planas
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Article
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1998
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John Wiley and Sons
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English
โ 134 KB
๐ 1 views
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 ยฎrst ยฎtted to the series, and from this model the models for the trend, cycle, seasonal, and irregular