Seasonal Analysis of Economic Time Series.
نویسندگان
چکیده
منابع مشابه
Seasonal Adjustment of Hybrid Economic Time Series
1. Introduction State industry employment is estimated monthly from the Current Employment Statistics survey, a sample of about 380,000 employers, and seasonally adjusted with X-11-ARIMA. An annual benchmarking process revises estimates to reflect universe counts available from administrative records of the Unemployment Insurance (UI) programs of each state. At any point in time, the current se...
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The basic structural time series model has been designed for the modelling and forecasting of seasonal economic time series. In this paper we explore a generalisation of the basic structural time series model in which the time-varying trigonometric terms associated with different seasonal frequencies have different variances for their disturbances. The contribution of the paper is two-fold. The...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society. Series A (General)
سال: 1981
ISSN: 0035-9238
DOI: 10.2307/2981839