The Prediction of Time Series with Trends and Seasonalities
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of Business and Economic Statistics.
Volume (Year): 1 (1983)
Issue (Month): 3 (July)
Contact details of provider:
Web page: http://www.amstat.org/publications/jbes/index.cfm?fuseaction=main
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Ohkusa, Yasushi, 1995. "Testing for the matching hypothesis in Japanese manufacturing," Japan and the World Economy, Elsevier, vol. 7(2), pages 175-198, July.
- Jukka Nyblom & Andrew Harvey, 2001. "Testing against smooth stochastic trends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 415-429.
- T. Higuchi, 1991. "Frequency domain characteristics of linear operator to decompose a time series into the multi-components," Annals of the Institute of Statistical Mathematics, Springer, vol. 43(3), pages 469-492, September.
- Siem Jan Koopman & Kai Ming Lee, 0000.
"Seasonality with Trend and Cycle Interactions in Unobserved Components Models,"
Tinbergen Institute Discussion Papers
08-028/4, Tinbergen Institute.
- Siem Jan Koopman & Kai Ming Lee, 2009. "Seasonality with trend and cycle interactions in unobserved components models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(4), pages 427-448.
- Vos, A.F. & Steyn, I.J., 1990. "Stochastic nonlinearity : a firm basis for the flexible functional form," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Pollock, D. S. G., 2003.
"Recursive estimation in econometrics,"
Computational Statistics & Data Analysis,
Elsevier, vol. 44(1-2), pages 37-75, October.
- Saligari, G.R. & Snyder, R.D., 1996.
"Trends, Lead Times and Forecasting,"
Monash Econometrics and Business Statistics Working Papers
1/96, Monash University, Department of Econometrics and Business Statistics.
- Kaiser, Regina & Maravall, Agustin, 2005.
"Combining filter design with model-based filtering (with an application to business-cycle estimation),"
International Journal of Forecasting,
Elsevier, vol. 21(4), pages 691-710.
- Regina Kaiser & Agustín Maravall, 2004. "Combining filter design with model based filtering (with an application to business cycle estimation)," Banco de Espaï¿½a Working Papers 0417, Banco de Espa�a.
- repec:dgr:uvatin:0000028 is not listed on IDEAS
- Kato, Hiroko & Naniwa, Sadao & Ishiguro, Makio, 1996. "A bayesian multivariate nonstationary time series model for estimating mutual relationships among variables," Journal of Econometrics, Elsevier, vol. 75(1), pages 147-161, November.
- R. Bhansali, 1996. "Asymptotically efficient autoregressive model selection for multistep prediction," Annals of the Institute of Statistical Mathematics, Springer, vol. 48(3), pages 577-602, September.
- Fukuda, Kosei, 2012. "Illustrating extraordinary shocks causing trend breaks," Economic Modelling, Elsevier, vol. 29(4), pages 1045-1052.
- Atkinson, A. C. & Koopman, S. J. & Shephard, N., 1997. "Detecting shocks: Outliers and breaks in time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 387-422, October.
- Kool, J.T.C. & Merkies, A.H.Q.M., 1986. "On the integration of multi-step prediction and model selection for stationary time series," Serie Research Memoranda 0022, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Siem Jan Koopman & Kai Ming Lee, 0000. "Seasonality with Trend and Cycle Interactions in Unobserved Components Models," Tinbergen Institute Discussion Papers 08-028/4, Tinbergen Institute.
- McElroy, Tucker & Wildi, Marc, 2013. "Multi-step-ahead estimation of time series models," International Journal of Forecasting, Elsevier, vol. 29(3), pages 378-394.
- Peter Young, 1999. "Recursive and en-bloc approaches to signal extraction," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(1), pages 103-128.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.