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Computationally Efficient Implementation Of A Bayesian Seasonal Adjustment Procedure

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  • Makio Ishiguro

Abstract

. A Bayesian seasonal adjustment procedure was first proposed by Akaike (1979) and implemented as a computer program, BAYSEA (BAYesian SEasonal Adjustment program), by Akaike and Ishiguro (1980a). This paper proposes an efficient algorithm to solve the least square problem which arises in the procedure.

Suggested Citation

  • Makio Ishiguro, 1984. "Computationally Efficient Implementation Of A Bayesian Seasonal Adjustment Procedure," Journal of Time Series Analysis, Wiley Blackwell, vol. 5(4), pages 245-253, July.
    • Handle: RePEc:bla:jtsera:v:5:y:1984:i:4:p:245-253
    DOI: 10.1111/j.1467-9892.1984.tb00390.x
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    Cited by:

    1. 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;The Institute of Statistical Mathematics, vol. 43(3), pages 469-492, September.

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