Zerlegung ökonomischer Zeitreihen: Ein deterministischer und stochastischer Ansatz
The paper discusses a new seasonality hypothesis which is one part of a weighted regression approach for the decomposition of a time series into a trend, a seasonal component and an irregular component. It is shown that there exists a regression formulation leading, as in the descriptive approach in Schlicht (1981), to a unique decomposition withouit having recourse to initial values. It turns out that both solutions to the descriptive regression are conditional expected values in the stochastic specification. The decomposition as well as predciction are illustrated by examples
|Date of creation:||1984|
|Date of revision:|
|Publication status:||Published in Allgemeines Statistisches Archiv 2 68(1984): pp. 161-175|
|Contact details of provider:|| Postal: |
Web page: http://www.vwl.uni-muenchen.de
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Schlicht, Ekkehart & Pauly, Ralf, 1983.
"Descriptive Seasonal Adjustment by Minimizing Perturbations,"
Munich Reprints in Economics
3346, University of Munich, Department of Economics.
- Schlicht, Ekkehart & Pauly, Ralf, 1982. "Descriptive Seasonal Adjustment by Minimizing Perturbations," Darmstadt Discussion Papers in Economics 39247, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
When requesting a correction, please mention this item's handle: RePEc:lmu:muenar:3344. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alexandra Frank)
If references are entirely missing, you can add them using this form.