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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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