Controlling revisions in ARIMA-model-based seasonal adjustment

Journal of Time Series Analysis

Volumn 23, Issue 2, 2002, Pages 193-213

  Planas, Christophe ^a   Depoutot, Raoul ^b  

^a JOINT RESEARCH CENTRE   (Italy)

^b NONE

Author keywords

ARIMA models; Seasonal adjustment; Signal extraction; Unobserved components; Wiener Kolmogorov; X 11 filters; X 12 ARIMA

Indexed keywords

EID: 0040076549     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00262     Document Type: Article

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