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• W1553660134 abstract "Methods are described for extracting the trend from an economic data sequence and for isolating the cycles that surround it. The latter often consist of a business cycle of variable duration and a perennial seasonal cycle. There is no evident point in the frequency spectrum where the trend ends and the business cycle begins. Therefore, unless it can be represented by a simple analytic function, such as an exponential growth path, there is bound to be a degree of arbitrariness in the definition of the trend. The business cycle, however defined, is liable to have an upper limit to its frequency range that falls short of the Nyquist frequency, which is the maximum observable frequency in sampled data. This must be taken into account in fitting an ARMA model to the detrended data." @default.
• W1553660134 created "2016-06-24" @default.
• W1553660134 creator A5031309274 @default.
• W1553660134 date "2009-01-01" @default.
• W1553660134 modified "2023-10-18" @default.
• W1553660134 title "Investigating Economic Trends and Cycles" @default.
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• W1553660134 doi "https://doi.org/10.1057/9780230244405_6" @default.
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