Modified X-II seasonal adjustment procedures using iterated median smoothing
Abstract (A novel modification of the X-11 procedure in seasonal adjustment using Tukey-based median smoothing technique is introduced. Trend estimation is carried out via iterated centered moving median filter. Seasonal component estimates are achieved by iterated centered seasonal moving median fi...
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| Format: | Book |
| Language: | English |
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Quezon City
University of the Philippines
c2011.
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