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Volumn 15, Issue 4, 1997, Pages 410-418

Seasonal adjustment and other data transformations

Author keywords

Aggregation; Signal extraction filters; X 11 filter

Indexed keywords


EID: 0039327723     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1997.10524719     Document Type: Article
Times cited : (9)

References (21)
  • 1
    • 0003246268 scopus 로고
    • Signal Extraction for Nonstationary Time Series
    • Bell, W. R. (1984), “Signal Extraction for Nonstationary Time Series,” The Annals of Statistics, 12, 646-664.
    • (1984) The Annals of Statistics , vol.12 , pp. 646-664
    • Bell, W.R.1
  • 2
    • 85011223754 scopus 로고
    • On Some Properties of X-ll Symmetric Linear Filters
    • Statistical Research Division, U.S. Bureau of the Census
    • Bell, W. R. (1992), “On Some Properties of X-ll Symmetric Linear Filters,” unpublished document, Statistical Research Division, U.S. Bureau of the Census.
    • (1992) Unpublished Document
    • Bell, W.R.1
  • 3
    • 84936947492 scopus 로고
    • Issues Involved With the Seasonal Adjustment of Economic Time Series
    • Bell, W. R., and Hillmer, S. C. (1984), “Issues Involved With the Seasonal Adjustment of Economic Time Series,” Journal of Business & Economic Statistics, 2, 291-320.
    • (1984) Journal of Business & Economic Statistics , vol.2 , pp. 291-320
    • Bell, W.R.1    Hillmer, S.C.2
  • 5
  • 7
    • 0005618949 scopus 로고
    • The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series
    • A. Zellner, Washington, DC: U.S. Department of Commerce Bureau of the Census
    • Geweke, J. (1978), “The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series,” in Seasonal Analysis of Economic Time Series, ed. A. Zellner, Washington, DC: U.S. Department of Commerce Bureau of the Census, pp 411-427.
    • (1978) Seasonal Analysis of Economic Time Series , pp. 411-427
    • Geweke, J.1
  • 11
    • 0002340768 scopus 로고
    • The Effect of Seasonal Adjustment Filters on Tests for a Unit Root
    • Ghysels, E., and Perron, P. (1993), “The Effect of Seasonal Adjustment Filters on Tests for a Unit Root,” Journal of Econometrics, 55, 57-99.
    • (1993) Journal of Econometrics , vol.55 , pp. 57-99
    • Ghysels, E.1    Perron, P.2
  • 12
    • 0003377531 scopus 로고
    • Measurement of a Wandering Signal Amid Noise
    • Hannan, E. J. (1967), “Measurement of a Wandering Signal Amid Noise,” Journal of Applied Probability, 4, 90-102.
    • (1967) Journal of Applied Probability , vol.4 , pp. 90-102
    • Hannan, E.J.1
  • 15
    • 38249030665 scopus 로고
    • A Note on Minimum Mean Squared Error Estimation of Signals With Unit Roots
    • Mar avail, A. (1988), “A Note on Minimum Mean Squared Error Estimation of Signals With Unit Roots,” Journal of Economic Dynamics and Control, 12, 589-593.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 589-593
    • Mar Avail, A.1
  • 18
    • 0039126066 scopus 로고
    • Signal Extraction Error in Nonstationary Time Series
    • Pierce, D. A. (1979), “Signal Extraction Error in Nonstationary Time Series,” The Annals of Statistics, 1, 1303-1320.
    • (1979) The Annals of Statistics , vol.1 , pp. 1303-1320
    • Pierce, D.A.1
  • 21
    • 0001471267 scopus 로고
    • Linear Approximations to the Census and BLS Seasonal Adjustment Methods
    • Young, A. H. (1968), “Linear Approximations to the Census and BLS Seasonal Adjustment Methods,” Journal of the American Statistical Association, 63, 445-471.
    • (1968) Journal of the American Statistical Association , vol.63 , pp. 445-471
    • Young, A.H.1


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