Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis
作者:
MichaelC. Lovell,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1963)
卷期:
Volume 58,
issue 304
页码: 993-1010
ISSN:0162-1459
年代: 1963
DOI:10.1080/01621459.1963.10480682
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The logical implications of certain simple consistency requirements for appraising alternative procedures for seasonal adjustment constitute the first problem considered in this paper. It is shown that any sum preserving technique of seasonal adjustment that satisfies the quite reasonable requirements of orthogonality and idempotency can be executed on the electronic computer by standard least squares regression procedures.
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