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Seasonal adjustment and kalman filtering: Extension to periodic variances
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/9780470182833openalex-snapshot
Periodically Correlated Random Sequences
inferredcites →https://doi.org/10.1007/978-94-009-4792-4_4openalex-snapshot
Simulation of Monthly Hydrological Time Series
inferredcites →https://doi.org/10.1080/01621459.1976.10481532openalex-snapshot
Decomposition of Seasonal Time Series: A Model for the Census X-11 Program
inferredcites →https://doi.org/10.1080/01621459.1982.10477767openalex-snapshot
An ARIMA-Model-Based Approach to Seasonal Adjustment
inferredcites →https://doi.org/10.1080/01621459.1985.10478151openalex-snapshot
Calculating the Variance of Seasonally Adjusted Series
inferredcites →https://doi.org/10.1080/07350015.1984.10509408openalex-snapshot
Unobserved-Components Models for Seasonal Adjustment Filters
inferredcites →https://doi.org/10.1080/07350015.1989.10509719openalex-snapshot
The Performance of Periodic Autoregressive Models in Forecasting Seasonal U.K. Consumption
inferredcites →https://doi.org/10.1080/07474938808800143openalex-snapshot
Prediction theory for autoregressivemoving average processes
inferredcites →https://doi.org/10.1093/biomet/54.3-4.403openalex-snapshot
Time Series with Periodic Structure
inferredcites →https://doi.org/10.1093/biomet/66.2.219openalex-snapshot
Some Results in Periodic Autoregression
inferredcites →https://doi.org/10.1093/biomet/67.2.365openalex-snapshot
Hidden periodic autoregressiye-moving average models in time series data
inferredcites →https://doi.org/10.1109/tac.1987.1104482openalex-snapshot
Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems
inferredcites →https://doi.org/10.1214/aos/1176344376openalex-snapshot
On Periodic and Multiple Autoregressions
inferredcites →https://doi.org/10.1214/aos/1176344848openalex-snapshot
Signal Extraction Error in Nonstationary Time Series
inferredcites →https://doi.org/10.2307/1391276openalex-snapshot
Unobserved-Components Models for Seasonal Adjustment Filters
inferredcites →https://doi.org/10.2307/1391844openalex-snapshot
The Performance of Periodic Autoregressive Models in Forecasting Seasonal U.K. Consumption
inferredcites →https://doi.org/10.2307/1912201openalex-snapshot
Some Properties of "Optimal" Seasonal Adjustment
inferredcites →https://doi.org/10.2307/1913037openalex-snapshot
Spectral Analysis of Seasonal Adjustment Procedures
inferredcites →https://doi.org/10.2307/2335479openalex-snapshot
Hidden Periodic Autoregressive-Moving Average Models in Time Series Data
inferredcites →https://doi.org/10.2307/2530938openalex-snapshot
Prediction and Regulation by Linear Least-Square Methods.
inferredcites →https://doi.org/10.2307/2981422openalex-snapshot
Seasonal Adjustment and Revision of Current Data: Linear Filters for the X-11 Method
inferredcites →https://doi.org/10.2307/2982132openalex-snapshot
Seasonal Adjustment by Signal Extraction
inferredcites →https://doi.org/10.3406/ecoap.1979.4274openalex-snapshot
Modeling seasonal time series
inferredcites →https://doi.org/10.4337/9781782541622.00021openalex-snapshot
Calculating the Variance of Seasonally Adjusted Series
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.664041openalex-extracted
Testing for Additive Outliers in Seasonally Integrated Time Series
inferred← citeshttps://doi.org/10.1002/9781118535523.ch4openalex-snapshot
Non‐Minimal State Variable Feedback
inferred← citeshttps://doi.org/10.1002/for.1022openalex-snapshot
Single‐season heteroscedasticity in time series
inferred← citeshttps://doi.org/10.1002/for.3980110402openalex-snapshot
Seasonality in large‐scale macroeconometric models
inferred← citeshttps://doi.org/10.1016/0304-4076(93)90003-nopenalex-snapshot
Seasonality and approximation errors in rational expectations models
inferred← citeshttps://doi.org/10.1016/b978-0-12-820249-4.00023-7openalex-snapshot
Notation and abbreviations
inferred← citeshttps://doi.org/10.1016/s0304-4076(01)00060-4openalex-snapshot
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
inferred← citeshttps://doi.org/10.1080/07350015.2018.1515081openalex-snapshot
Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition
inferred← citeshttps://doi.org/10.1086/209641openalex-snapshot
Seasonality in Variance Is Common in Macro Time Series
inferred← citeshttps://doi.org/10.1093/019924202x.001.0001openalex-snapshot
Periodic Time Series Models
inferred← citeshttps://doi.org/10.1093/019924202x.001.0001.002.002openalex-snapshot
Other Advanced Texts in Econometrics
inferred← citeshttps://doi.org/10.1093/019924202x.001.0001.002.008openalex-snapshot
Notation and abbreviations
inferred← citeshttps://doi.org/10.1093/019924202x.003.0002openalex-snapshot
Properties of seasonal time series
inferred← citeshttps://doi.org/10.1093/019924202x.003.0003openalex-snapshot
Univariate periodic time series models
inferred← citeshttps://doi.org/10.1093/019924202x.003.0004openalex-snapshot
Periodic models for trending data
inferred← citeshttps://doi.org/10.1093/019924202x.003.0005openalex-snapshot
Multivariate periodic time series models
inferred← citeshttps://doi.org/10.1093/019924202x.005.0001openalex-snapshot
Critical values of the Dickey and Fuller statistics
inferred← citeshttps://doi.org/10.1093/019924202x.005.0002openalex-snapshot
Critical values of the Johansen trace statistics
inferred← citeshttps://doi.org/10.1093/019924202x.005.0003openalex-snapshot
Critical values of the Boswijk and Franses statistic
inferred← citeshttps://doi.org/10.1111/1467-8454.00097openalex-snapshot
In Defence of Model‐Based Seasonal Adjustment: An Illustration Using Australian Data
inferred← citeshttps://doi.org/10.1111/1467-9574.00239openalex-snapshot
Time Series Modelling of Daily Tax Revenues
inferred← citeshttps://doi.org/10.1111/1468-0084.00275openalex-snapshot
Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals*
inferred← citeshttps://doi.org/10.1111/j.1368-423x.2004.00132.xopenalex-snapshot
The consequences of seasonal adjustment for periodic autoregressive processes
inferred← citeshttps://doi.org/10.1515/snde-2018-0120openalex-snapshot
Recovering cointegration via wavelets in the presence of non-linear patterns
inferred← citeshttps://doi.org/10.2202/1941-1928.1043openalex-snapshot
Detection of Additive Outliers in Seasonal Time Series
inferred← citeshttps://doi.org/10.23943/princeton/9780691042770.001.0001openalex-snapshot
Recursive Models of Dynamic Linear Economies
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