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Unobserved-Components Models for Seasonal Adjustment Filters
Home
Publications
Unobserved-Components Models for Seasonal Adjustment Filters
Unobserved-Components Models for Seasonal Adjustment Filters
PB
Peter Burridge
Peter Burridge
KW
Kenneth F. Wallis
Kenneth F. Wallis
Open Access
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1 October 1984
journal article
Published by
JSTOR
in
Journal of Business & Economic Statistics
Vol. 2
(4)
,
350
https://doi.org/10.2307/1391276
Abstract
Time series models are presented, for which the seasonal-component estimates delivered by linear least squares signal extraction closely approximate those of th...
Keywords
SEASONAL ADJUSTMENT
ADJUSTMENT FILTERS
UNOBSERVED COMPONENTS MODELS
Cited by 34 articles