CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES

被引：20

作者：

BURRIDGE, P ^{[1
]}

WALLIS, KF ^{[1
]}

机构：

[1] UNIV WARWICK,DEPT ECON,COVENTRY CV4 7AL,W MIDLANDS,ENGLAND

来源：

关键词：

D O I：

10.2307/2288467

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：541 / 552

页数：12

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[4]

BURRIDGE P, 1983, 234 U WARW EC RES PA

[5]

Burridge P., 1984, J BUS ECON STAT, V2, P350

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CAINES, PE ;

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[7]

HAUSMAN JA, 1985, J AM STAT ASSOC, V80, P531, DOI 10.2307/2288466

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HILLMER, SC ;

TIAO, GC .

[9] EXTRACTION OF COMPONENTS FROM TIME SERIES [J].

PAGAN, A .

[10] DATA REVISIONS WITH MOVING AVERAGE SEASONAL ADJUSTMENT PROCEDURES [J].

PIERCE, DA .