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Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals* · Study

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ArticleConstructing Seasonally Adjusted Data with Time‐varying Confidence Intervals*

Siem Jan Koopman2002

Article2002

Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals*

Siem Jan Koopman · Philip Hans Franses

27 citations·0/0 files stored·Oxford Bulletin of Economics and Statistics

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Forecasting Techniques and Applications Time Series Analysis and Forecasting Statistical and numerical algorithms

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1990Forecasting, Structural Time Series Models and the Kalman Filter 1999State-Space Models with Regime Switching 1994Regime switching with time-varying transition probabilities 1997The Modeling and Seasonal Adjustment of Weekly Observations 1994Changes in seasonal patterns 2000Comparing seasonal components for structural time series models 1993Time series models, second edition

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Details

Year2002

Typearticle

Published2002-12-01

VenueOxford Bulletin of Economics and Statistics

ISSN-L0305-9049

Languageen

Citations27

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1111/1468-0084.00275

openalex_workW2111971018

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