Seasonal Adjustment Based on a Mixed Additive‐Multiplicative Model

Keywords

Mixed model, Multiplicative function, Mathematics, Additive model, Statistics

References

• Seasonal adjustment of unemployment seriesRoland Brown, Athol Henderson Cowley, J. Durbin — 1971
• The X-11 variant of the census method II seasonal adjustment programJulius Shiskin, Allan H. Young, John C. Musgrave — 1965
• Moving Seasonal Adjustment of Economic Time SeriesJ. P. Burman — 1965

Cited by

• Some Recent Developments in Time‐Series AnalysisChris Chatfield — 1977
• The Holt-Winters Forecasting ProcedureChris Chatfield — 1978
• Seasonal Adjustment by Signal ExtractionJ. P. Burman — 1980
• Local trend estimation and seasonal adjustment of economic and social time series (with discussion)P. B. Kenny, J. Durbin — 1982
• Techniques for Testing the Constancy of Regression Relationships Over TimeR. L. Brown, J. Durbin, Jessica Evans — 1975
• Future developments in forecasting : The time series connexionJ. Keith Ord — 1988
• A non‐linear dynamic model for multiplicative seasonal‐trend decompositionTohru Ozaki, Peter C. Thomson — 2002
• Trend-cycle detection as a filtering problemMario Faliva — 1994
• TECHNIQUES FOR DETECTING TRENDS IN LAKE WATER QUALITYRobert H. Montgomery, Kenneth H. Reckhow — 1984
• Forecasting demand in international markets: The case of correlated time seriesChezy Ofir, Adi Raveh — 1987
• A numerical nonmetric approach for analyzing time series dataAdi Raveh — 1981
• The ET Interview: Professor James DurbinPeter C.B. Phillips — 1988
• A Survey of Recent Developments in Seasonal AdjustmentDavid A. Pierce — 1980
• Long‐term changes in amplitudes of atmospheric CO2 concentrations at Ocean Station P and Alert, CanadaY.‐H. Chan, C. S. Wong — 1990
• Seasonal Adjustment of Time Series Using One-Sided FiltersLeonard A. Cupingood, William W. S. Wei — 1986
• A random coefficient approach to seasonal adjustment of economic time seriesArthur Havenner, P. A. V. B. Swamy — 1981
• Rainfall variability and agriculture in the semi-arid tropics—the Northern Territory, AustraliaW.S. Mollah, Ian Cook — 1996
• The chatfield-prothero case study: Another lookAdi Raveh — 1985
• A Method for Seasonally Adjusting Time Series With Variation in the Seasonal AmplitudeH. van der Hoeven, Anco Hundepool — 1986
• Filtering Non-Linear State Space Models : Methods and Economic ApplicationsK.M. Lee — 2010

Related papers

• Modeling Additive × Environment and Additive × Additive × Environment Using Genetic Covariances of Relatives of Wheat GenotypesJuan Burgueño, José Crossa, P. L. Cornelius — 2007
• Additive versus multiplicative models in ecologic regressionW. Douglas Thompson, Daniel Wartenberg — 2007
• Factor analytic multiplicative mixed models in the analysis of multiple experimentsR. Thompson, Marcos Deon Vilela de Resende — 2004
• A Comparative Study on Additive and Mixed Models in Descriptive Time SeriesKelechukwu C. N. Dozie, Maxwell Azubuike Ijomah — 2020
• Additive and Multiplicative Models and InteractionsJ. N. Darroch, Terence P. Speed — 1983
• A non‐linear dynamic model for multiplicative seasonal‐trend decompositionTohru Ozaki, Peter C. Thomson — 2002