Estimation of the variances of X-11 ARIMA seasonally adjusted estimators for a multiplicative decomposition and heteroscedastic variances
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- Pierce, David A., 1980. "Data revisions with moving average seasonal adjustment procedures," Journal of Econometrics, Elsevier, vol. 14(1), pages 95-114, September.
- Dagum, Estela Bee & Laniel, Normand, 1987. "Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(2), pages 177-189, April.
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- Wang, Jianzhou & Zhu, Wenjin & Zhang, Wenyu & Sun, Donghuai, 2009. "A trend fixed on firstly and seasonal adjustment model combined with the [epsilon]-SVR for short-term forecasting of electricity demand," Energy Policy, Elsevier, vol. 37(11), pages 4901-4909, November.
- De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
- Jan G. de Gooijer & Rob J. Hyndman, 2005.
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- Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
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