On some remarks about SEATS signal extraction
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance
Link
http://link.springer.com/content/pdf/10.1007/s13209-015-0137-y.pdf
Reference37 articles.
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3. Box GEP, Jenkins GM, Reinsel GC (2008) Time series analysis, forecasting and control, 4th edn. Wiley, New York
4. Burman JP (1980) Seasonal adjustment by signal extraction. J R Stat Soc Ser A 143:321–337
5. Cleveland WP, Tiao GC (1976) Decomposition of seasonal time series: a model for the X-11 program. J Am Stat Assoc 71:581–587
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