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- W179901691 abstract "In the introduction it was mentioned that the present standard technique used in applied work to estimate business cycles consists of applying a moving average (MA) filter, most often the HP filter, to a seasonally adjusted (SA) series, most often adjusted with the X11 filter. It was also mentioned that the procedure presents several drawbacks which, as shown, can be seriously reduced by incorporating some time series analysis tools, such as ARIMA models and signal extraction techniques. Before proceeding further, it will prove convenient to review some concepts and tools of applied time series analysis.KeywordsARIMA ModelLinear FilterSeasonal ComponentWhite Noise ProcessComplex Conjugate RootThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves." @default.
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- W179901691 date "2001-01-01" @default.
- W179901691 modified "2023-09-28" @default.
- W179901691 title "A Brief Review of Applied Time Series Analysis" @default.
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