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Volumn 13, Issue 4, 1997, Pages 477-488

Trends, lead times and forecasting

Author keywords

Integrated autoregressive moving average processes; Kalman filter; Local linear trend; Structural time series models; Trend forecasting

Indexed keywords


EID: 0031537034     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(97)00016-2     Document Type: Article
Times cited : (1)

References (22)
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  • 2
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  • 3
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    • De Jong, D.N.1    Whiteman, C.H.2
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    • Fildes, R.1
  • 8
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    • Godolphin, E.1    Stone, M.2
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    • Harrison, P.J.1
  • 15
    • 84986397960 scopus 로고
    • Detrending, stylised facts and the business cycle
    • Harvey, A.C., Jaeger, A., 1993. Detrending, stylised facts and the business cycle. Journal of Applied Econometrics 8, 231-248.
    • (1993) Journal of Applied Econometrics , vol.8 , pp. 231-248
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  • 16
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  • 21
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    • Initialisation of the kalman filter with partially diffuse initial conditions
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.