Trends Cycles and Seasons : Econometric Methods of Signal Extraction

@inproceedings{Pollock2014TrendsCA,
  title={Trends Cycles and Seasons : Econometric Methods of Signal Extraction},
  author={D. S. G. Pollock},
  year={2014}
}
Alternative methods of trend extraction and of seasonal adjustment are described that operate in the time domain and in the frequency domain. The time-domain methods that are implemented in the TRAMO–SEATS and the STAMP programs are compared. An abbreviated time-domain method of seasonal adjustment that is implemented in the IDEOLOG program is also… CONTINUE READING