Is seasonal adjustment a linear or nonlinear data-filtering process? (Disc: p387-397)

Ghysels, Eric, Granger, Clive W. J., Siklos, Pierre L. . Journal of Business & Economic Statistics 1996. 14 :374-386

Locate this article in:

Bibtex

@article{CIS-133772,
  Author = {Ghysels, Eric and Granger, Clive W. J. and Siklos, Pierre L.},
  Title = {Is seasonal adjustment a linear or nonlinear data-filtering process? (Disc: p387-397)},
  Journal = {Journal of Business & Economic Statistics},
  Volume = {14},
  Year = {1996},
  Pages = {374--386},
  Keywords = {Regression, Aggregation, Nonlinearity, ARIMA, Cointegration, X-11 filter}
}

Similar articles