The modeling and seasonal adjustment of weekly observations

Journal of Business and Economic Statistics

Volumn 15, Issue 3, 1997, Pages 354-368

  Harvey, Andrew ^a   Koopman, Siem Jan ^b   Riani, Marco ^c  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^c UNIVERSITY OF FLORENCE   (Italy)

Author keywords

Calendar effects; Irregularly spaced observations; Kalman filter; Money supply; Moving festival; Periodic spline; Stochastic seasonality; Structural time series model

Indexed keywords

EID: 0031485099     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1997.10524713     Document Type: Article

References (12)

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