On some remarks about SEATS signal extraction
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DOI: 10.1007/s13209-015-0137-y
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References listed on IDEAS
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More about this item
Keywords
SEATS; Seasonal adjustment; Admissible decomposition; Canonical decomposition; Wiener-Kolmogorov filter;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
Statistics
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