CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES

被引：20

作者：

BURRIDGE, P ^{[1
]}

WALLIS, KF ^{[1
]}

机构：

[1] UNIV WARWICK,DEPT ECON,COVENTRY CV4 7AL,W MIDLANDS,ENGLAND

来源：

关键词：

D O I：

10.2307/2288467

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：541 / 552

页数：12

共 16 条

[1] Bell W. R., 1984, J. Bus. Econ. Statist., V2, P291
[2] Box G.E., 1978, Seasonal analysis of economic time series, P309
[3] SEASONAL ADJUSTMENT BY SIGNAL EXTRACTION
BURMAN, JP
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1980, 143 : 321 - 337
[4] BURRIDGE P, 1983, 234 U WARW EC RES PA
[5] Burridge P., 1984, J BUS ECON STAT, V2, P350
[6] DISCRETE TIME MATRIX RICCATI EQUATION OF OPTIMAL CONTROL
CAINES, PE
MAYNE, DQ
[J]. INTERNATIONAL JOURNAL OF CONTROL, 1970, 12 (05) : 785 - &
[7] HAUSMAN JA, 1985, J AM STAT ASSOC, V80, P531, DOI 10.2307/2288466
[8] AN ARIMA-MODEL-BASED APPROACH TO SEASONAL ADJUSTMENT
HILLMER, SC
TIAO, GC
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1982, 77 (377) : 63 - 70
[9] EXTRACTION OF COMPONENTS FROM TIME SERIES
PAGAN, A
[J]. ECONOMETRICA, 1975, 43 (01) : 163 - 168
[10] DATA REVISIONS WITH MOVING AVERAGE SEASONAL ADJUSTMENT PROCEDURES
PIERCE, DA
[J]. JOURNAL OF ECONOMETRICS, 1980, 14 (01) : 95 - 114