Seasonal adjustment perspectives on 'damping seasonal factors: shrinkage estimators for X-12-ARIMA program'
Article Abstract:
The shrinkage methods of Miller and William are examined from the perspective of seasonal adjustment. The effects of local shrinkage on the seasonal adjustment and acceptable automatic X-12-ARIMA are also analyzed. X-12-ARIMA program is a forecasting technique used by government and economic times series for seasonal adjustment.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2004
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Comments on damped seasonal factors and decisions by potential users
Article Abstract:
An analysis of usage of damping methods on seasonal factors for forecasting accuracy is presented. The factors that can influence the decision of the potential users of the technique for forecasting are also discussed.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2004
User Contributions:
Comment about this article or add new information about this topic:
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