A comparison of methods for trend estimation

Applied Economics Letters

Volumn 6, Issue 2, 1999, Pages 103-109

  Bianchi, Marco ^a   Boyle, Martin ^b   Hollingsworth, Déirdre ^c  

^a Monetary Analysis   (United Kingdom)

^b Monetary Fin Statistical Division   (United Kingdom)

^c UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0013360925     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048599353726     Document Type: Review

References (9)

1. Chambers, J.M. and Hastie, T. (1993) Statistical Models in S, Chapman and Hall, Computer Science Series, London.
2. Cleveland, W.S. (1979) Robust locally weighted regression and smoothing scatterplots, Journal of the American Statistical Association, 829-36.
3. Findley, D.F., Monsell, B.C., Bell, W.R., Otto, M. C. and Bor-Chung, C. (1996) New capabilities and methods of the X-12-ARIMA seasonal adjustment program, Bureau of the Census, Washington DC, USA.
4. Harvey, A.C. (1989) Forecasting, Structural Time Series Models and the Kalman Filter, Cambridge University Press, Cambridge.
5. Hastie, T. and Tibshirani, R. (1990) Generalized Additive Models, Chapman and Hall, Monographs on Statistics and Applied Probability, London.
6. Harvey, B., Koopman, S.J., Doornik, J. A and Shephard, N. (1995) Structural Time Series Modelling Program Manual, Chapman and Hall, London.
7. Kenny, P.B. and Durbin, J. (1982) Local trend estimation and seasonal adjustment of economic and social time series, Journal of the Royal Statistical Society, Series A, 145, 1-41.
8. Lane, R.O.D. (1972) Minimal-revisions trend estimates, Central Statistical Office, Research Exercise Note 8/72.
9. Young, T. (1992) Seasonal adjusting of flow of fund matrices, Bank of England, internal mimeo (available on request).