Modeling Trigonometric Seasonal Components for Monthly Economic Time Series
Year of publication: |
2010-02-04
|
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Authors: | Hindrayanto, Irma ; Aston, John A.D. ; Koopman, Siem Jan ; Ooms, Marius |
Institutions: | Tinbergen Instituut |
Subject: | Frequency-specific model | Kalman filter | model-based seasonal adjustment | unobserved components time series model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 10-018/4 |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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Modeling trigonometric seasonal components for monthly economic time series
Hindrayanto, Irma, (2010)
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Modeling Trigonometric Seasonal Components for Monthly Economic Time Series
Hindrayanto, Irma, (2010)
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Modeling Trigonometric Seasonal Components for Monthly Economic Time Series
Hindrayanto, Irma, (2010)
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Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment
Koopman, Siem Jan, (2006)
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Modeling Trigonometric Seasonal Components for Monthly Economic Time Series
Hindrayanto, Irma, (2010)
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Modeling trigonometric seasonal components for monthly economic time series
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