A comparison of methods for trend estimation
- 1 February 1999
- journal article
- research article
- Published by Taylor & Francis in Applied Economics Letters
- Vol. 6 (2) , 103-109
- https://doi.org/10.1080/135048599353726
Abstract
This paper analyses a number of methods for trend estimation focusing on their ability to pick up turning points quickly at the end of a series. An application to the Bank of England flows M4 series is provided which shows that some of the proposed methods may be more reliable than others for this task.Keywords
This publication has 2 references indexed in Scilit:
- Local Trend Estimation and Seasonal Adjustment of Economic and Social Time SeriesJournal of the Royal Statistical Society. Series A (General), 1982
- Robust Locally Weighted Regression and Smoothing ScatterplotsJournal of the American Statistical Association, 1979