Non-Gaussian seasonal adjustment: X-12-ARIMA versus robust structural models
نویسندگان
چکیده
منابع مشابه
Non-Gaussian Season Adjustment: X-12 ARIMA Versus Robust Structural Models
This study compares X-12-ARIMA and MING, two new seasonal adjustment methods designed to handle outliers and structural changes in a time series. X-12-ARIMA is a successor to the X-ll-ARIMA seasonal adjustment method, and is being developed at the U.S. Bureau of the Census (Findley et al. (1988)). MING is a “Mixture based Non-Gaussian” method for sea* sonal adjustment using time series structur...
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This study compares two new seasonal adjustment methods designed to handle outliers and structural changes: X-IZARIMA and GAUSUM-STM. X12-ARIMA is a successor to the X-ll-ARIMA seasonal adjustment method, and is being developed at the U.S. Bureau of the Census (Findley et al. (1988)). GAUSUM-STM is a non-Gaussian method using time series structural models, and was developed for this study based...
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ژورنال
عنوان ژورنال: Journal of Forecasting
سال: 1996
ISSN: 0277-6693,1099-131X
DOI: 10.1002/(sici)1099-131x(199607)15:4<305::aid-for626>3.0.co;2-r