Unit Root Properties of Seasonal Adjustment and Related Filters: Special Cases

Publié en ligne: 21 févr. 2017

Pages: 1 - 14

Reçu: 01 juin 2015

Accepté: 01 oct. 2016

DOI: https://doi.org/10.1515/jos-2017-0001

Mots clés

time series, linear filter, ARIMA model-based seasonal adjustment, canonical decomposition

© by William.R. Bell

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.