Unobserved-Components Models for Seasonal Adjustment Filters
Open Access
- 1 October 1984
- journal article
- Published by JSTOR in Journal of Business & Economic Statistics
- Vol. 2 (4) , 350
- https://doi.org/10.2307/1391276
Abstract
Time series models are presented, for which the seasonal-component estimates delivered by linear least squares signal extraction closely approximate those of th...Keywords
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