Franses, P.H.; Arno, M.A.; Hobijn, R. - Econometrisch Instituut, Faculteit der Economische … - 1997
Many current seasonally adjusted level data are based on Census-X-11-type moving average filters applied to past and forecasted log-transformed observations, which is usually called the Census-X-11 ARIMA method. The forecasts are often generated from seasonal ARIMA models for the log-transformed...
