Estimation of Mean Squared Error of X-11-ARIMA and Other Estimators of Time Series Components

Online veröffentlicht: 11. Dez. 2014

Seitenbereich: 811 - 838

Eingereicht: 01. Dez. 2012

Akzeptiert: 01. Juli 2014

DOI: https://doi.org/10.2478/jos-2014-0049

Schlüsselwörter

Bias correction, canonical decomposition, seasonal adjustment, state-space model, survey sampling, trend, X-13ARIMA-SEATS

© by Danny Pfeffermann

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.