Alternative Approaches to the Analysis of Time Series Components

By Bell, William R.

Description
Statistical Reference Document

Excerpt
Introduction: The analysis of- the components of time series has a long history (discussed in Nerlove, Grether, and Carvalho 1979), going back to work in astronomy, meteorology, and economics in the 17th through 19th centuries, and to early seasonal analysis by Buys-Ballot (1847). Empirical methods of seasonal adjustment were developed in the early part of this century leading utlimately to the development of the well-known X-11 method in 1967. As discussed in Bell and Hillmer (1984), these methods were developed in advance of adequate seasonal time series models, which have only become widely available and computationally feasible in the last 20 ye U.S. or so. This well+stablished interest in time series components has had important influences on t,jme series modeling; in particular, it has led to two rather different approaches to modeling and model-based seasonal adjustment. For the autoregressive-integrated-moving average (ARIMA) models (Box and Jenkins 1976), several approaches to seasonal adjustment hav ...

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Book Id: WPLBN0000596584
Format Type: PDF eBook
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Reproduction Date: 2005
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Title:

Alternative Approaches to the Analysis of Time Series Components

Author:

Bell, William R.

Volume:

Language:

English

Subject:

Government publications, Census., Census report

Collection:

U.S. Census Bureau Collection

Subcollection:

Historic
Publication Date:

Publisher:

U.S. Census Bureau Department

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