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CLASSICALDECOMP: RATS procedure to decompose a series into trend, seasonal, irregular

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Does a classical decomposition of a series into trend-cycle, seasonal and irregular components. The seasonals are assumed to be constant across the data range.

Suggested Citation

  • Tom Doan, "undated". "CLASSICALDECOMP: RATS procedure to decompose a series into trend, seasonal, irregular," Statistical Software Components RTS00037, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00037
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
    as

    Download full text from publisher

    File URL: https://www.estima.com/procs_perl/classicaldecomp.src
    Download Restriction: no
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    More about this item

    Keywords

    Detrending; filtering; RATS;
    All these keywords.

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