Estimation of Quasi-Linear Trend and Seasonal Variation
作者:
C.E. V. Leser,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1963)
卷期:
Volume 58,
issue 304
页码: 1033-1043
ISSN:0162-1459
年代: 1963
DOI:10.1080/01621459.1963.10480684
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Given a series of quarterly data, estimates may be obtained for both trend and seasonal variation by minimising the sum, or more generally a linear combination, of two sums of squares, one of them based on the second differences between trend values, the other on the deviations of the observations from seasonally corrected trend values. Exact solutions are obtained for 8 and 12 observations, and an approximate solution applicable to longer time series is given. A numerical example is supplied, and the procedure outlined here is compared with the moving average method.
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