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Seasonal Adjustment When Both Deterministic and Stochastic Seasonality Are Present

In: Seasonal Analysis of Economic Time Series

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  • David A. Pierce
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    This chapter was published in:

  • Arnold Zellner, 1978. "Seasonal Analysis of Economic Time Series," NBER Books, National Bureau of Economic Research, Inc, number zell78-1, May.
    This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 4327.

    Handle: RePEc:nbr:nberch:4327

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    Cited by:
    1. 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.
    2. Agustín Maravall & Cristophe Planas, 1996. "Estimation Error and the Specification of Unobserved Component Models," Banco de Espa�a Working Papers 9608, Banco de Espa�a.
    3. van Dijk, D.J.C. & Strikholm, B. & Terasvirta, T., 2001. "The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series," Econometric Institute Research Papers EI 2001-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Regina Kaiser & Agustín Maravall, 2000. "An Application of TRAMO-SEATS: Changes in Seasonality and Current Trend-Cycle Assessment: the German Retail Trade Turnover Series," Banco de Espa�a Working Papers 0011, Banco de Espa�a.
    5. Lee, Hahn Shik & Ghysels, Eric & Bell, William R, 2002. "Seasonal Time Series and Autocorrelation Function Estimation," Manchester School, University of Manchester, vol. 70(5), pages 651-65, September.
    6. Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics.
    7. Agustín Maravall & Fernando J. Sánchez, 2000. "An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series," Banco de Espa�a Working Papers 0014, Banco de Espa�a.
    8. Agustín Maravall, 2005. "An application of the Tramo Seats automatic procedure; direct versus indirect adjustment," Banco de Espa�a Working Papers 0524, Banco de Espa�a.
    9. Regina Kaiser & Agustín Maravall, 2000. "Notes on Time Series Analysis, ARIMA Models and Signal Extraction," Banco de Espa�a Working Papers 0012, Banco de Espa�a.
    10. Regina Kaiser & Agustín Maravall, 2002. "A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered," Banco de Espa�a Working Papers 0208, Banco de Espa�a.
    11. Bernardí Cabrer Borrás & David Iranzo Pérez, 2007. "El Efecto De Los Atentados Del 11-s Sobre El Turismo En España," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 25, pages 365-386, Abril.

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