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On seasonal filters and monotonicity
Andersson, Eva; Bock, D. - In: On turning point detection in cyclical processes : with …, (pp. 1-25). 2001
Persistent link: https://www.econbiz.de/10001645493
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Overcoming nonadmissibility in ARIMA-model-based signal extraction
Fiorentini, Gabriele; Planas, Christophe - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 455-464
Persistent link: https://www.econbiz.de/10001646383
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Time series properties of the German monthly production index
Flaig, Gebhard - 2003
The production index is an important indicator for assessing the cyclical state of the economy. Unfortunately, the monthly time series is contaminated by many noisy components like seasonal variations, calendar and vacation effects. Only part of those nuisance components are explicitly...
Persistent link: https://www.econbiz.de/10001728821
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Robust stationarity tests in seasonal time series processes
Taylor, Robert - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 156-163
Persistent link: https://www.econbiz.de/10001728891
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Stability and consistency of seasonally adjusted aggregates and thier component patterns
Cleveland, William P. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2
Persistent link: https://www.econbiz.de/10002652126
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Unit-root versus deterministic representations of seasonality for forecasting
Osborn, Denise R. - In: A companion to economic forecasting, (pp. 409-431). 2002
Persistent link: https://www.econbiz.de/10001894007
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Modeling seasonal integrated time series: the Spanish industrial production index
Gallego-Gómez, J. L. - In: Essays on microeconomics and industrial organisation : …, (pp. 5-17). 2004
Persistent link: https://www.econbiz.de/10001901995
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Concurrent seasonal adjustment for national CES survey
Manning, Chris - In: Monthly labor review : MLR 126 (2003) 10, pp. 39-43
Persistent link: https://www.econbiz.de/10001930064
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Einige Anmerkungen zur "Saisonbereinigung" von Zeitreihen
Schips, Bernd - In: Konjunktur : Bericht 66 (2003) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10001930720