Damping seasonal factors : shrinkage estimators for the X-12-ARIMA program
Year of publication: |
2004
|
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Authors: | Miller, Don M. ; Williams, Dan |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 20.2004, 4, p. 529-549
|
Subject: | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Saisonkomponente | Seasonal component |
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