A note on Musgrave asymmetrical trend-cycle filters

International Journal of Forecasting

Volumn 19, Issue 4, 2003, Pages 727-734

  Quenneville, Benoit ^a   Ladiray, Dominique ^b   Lefrançois, Bernard ^a  

^a STATISTICS CANADA   (Canada)

^b Institut National de la Statistique et des etudes economiques   (France)

Author keywords

Bayesian estimation; Henderson averages; Musgrave averages; Seasonal adjustment; Stein estimation; Trend estimation; X 11; X 11 ARIMA; X 12 ARIMA

Indexed keywords

EID: 0142104347     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(02)00080-8     Document Type: Article

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