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Estimating Current Trend and Growth Rates in Seasonal Time Series

George E. P. BoxDavid A. Pierce

出版	Division of Research and Statistics, Federal Reserve Board, 1981
URL	http://books.google.com.hk/books?id=NhmKAXD8HlIC&hl=&source=gbs_api

註釋

The importance of appropriate stochastic models in choosing efficient methods of statistical analysis is discussed. The fitting to data of Seasonal Autoregressive Moving Average models is described and it is shown how trend may be estimated in an appropriate class of models of this kind. The procedure is illustrated for a model fitted to a money supply series published by the Federal Reserve Board. Error limits are calculated. In a series of appendices the properties of the adaptive coefficients which determine the trend estimates are derived. (Author).