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

Data publikacji: 21 lut 2017

Zakres stron: 1 - 14

Otrzymano: 01 cze 2015

Przyjęty: 01 paź 2016

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

Słowa kluczowe

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.