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Volumn 16, Issue 2, 2000, Pages 247-260

Comparing seasonal components for structural time series models

Author keywords

Exponential smoothing; Forecasting; Kalman filter; Seasonal adjustment; Smoothness

Indexed keywords


EID: 0007135998     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(00)00037-6     Document Type: Article
Times cited : (42)

References (20)
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    • Canova, F.1    Hansen, B.E.2
  • 7
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    • Measuring and comparing smoothness in time series: The production smoothing hypothesis
    • Froeb L., Koyak R. Measuring and comparing smoothness in time series: the production smoothing hypothesis. Journal of Econometrics. 64:1994;97-122.
    • (1994) Journal of Econometrics , vol.64 , pp. 97-122
    • Froeb, L.1    Koyak, R.2
  • 11
    • 84952213852 scopus 로고
    • Forecasting economic time series with structural and Box-Jenkins models: A case study
    • Harvey A.C., Todd P.H.J. Forecasting economic time series with structural and Box-Jenkins models: a case study. Journal of Business and Economic Statistics. 1:1983;229-307.
    • (1983) Journal of Business and Economic Statistics , vol.1 , pp. 229-307
    • Harvey, A.C.1    Todd, P.H.J.2
  • 13
    • 0031319753 scopus 로고    scopus 로고
    • Exact initial Kalman filtering and smoothing for non-stationary time series models
    • Koopman S.J. Exact initial Kalman filtering and smoothing for non-stationary time series models. Journal of the American Statistical Association. 92:1997;1630-1638.
    • (1997) Journal of the American Statistical Association , vol.92 , pp. 1630-1638
    • Koopman, S.J.1
  • 15
    • 0001729490 scopus 로고    scopus 로고
    • Statistical algorithms for models in state space using SsfPack 2.2
    • Koopman S.J., Shepard N., Doornik J.A. Statistical algorithms for models in state space using SsfPack 2.2. Econometrics Journal. 2:1999;107-160.
    • (1999) Econometrics Journal , vol.2 , pp. 107-160
    • Koopman, S.J.1    Shepard, N.2    Doornik, J.A.3
  • 17
    • 0043270177 scopus 로고
    • Predictors projecting linear trend plus seasonal dummies
    • Newbold P. Predictors projecting linear trend plus seasonal dummies. The Statistician. 37:1988;111-127.
    • (1988) The Statistician , vol.37 , pp. 111-127
    • Newbold, P.1
  • 18
    • 0031705067 scopus 로고    scopus 로고
    • Seasonal heteroscedasticity and trends
    • Proietti T. Seasonal heteroscedasticity and trends. Journal of Forecasting. 17:1998;1-17.
    • (1998) Journal of Forecasting , vol.17 , pp. 1-17
    • Proietti, T.1
  • 19
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    • A general class of Holt-Winters type forecasting models
    • Roberts S.A. A general class of Holt-Winters type forecasting models. Management Science. 28:1982;808-820.
    • (1982) Management Science , vol.28 , pp. 808-820
    • Roberts, S.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.