Structural Time Series Models and Trend Detection in Global and Regional Temperature Series
نویسندگان
چکیده
منابع مشابه
Structural Time Series Models
1 Trend and Cycle Decomposition y t = t + t where y t is an n 1 vector and t and t represent trend and cycle components respectively. This decomposition into components is not unique. Beveridge and Nelson (1981) and Stock and Watson (1988) derive the following decomposition: y t = C(L)" t = C(1)" t + (1 L)C (L)" t Integrating up gives: y t = C(1) 1 X i=0 " ti | {z } + C (L)" t | {z } trend cycl...
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ژورنال
عنوان ژورنال: Journal of Climate
سال: 1999
ISSN: 0894-8755,1520-0442
DOI: 10.1175/1520-0442(1999)012<2347:stsmat>2.0.co;2