Seasonal Adjustment and Signal Extraction in Economic Time Series
The paper deals with seasonal adjustment and trend estimation as a signal extraction problem in a regression-ARIMA model-based framework. This framework includes the capacity to preadjust the series by removing outliers and deterministic effects in general. For the preadjusted series the model considered is that of an ARIMA model for the aggregate series, with ARIMA-type models for the components.
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