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SEASONAL ADJUSTMENT BY A BAYESIAN MODELING

 

作者: Hirotugu Akaike,  

 

期刊: Journal of Time Series Analysis  （WILEY Available online 1980）
卷期: Volume 1, issue 1  

页码: 1-13

 

ISSN:0143-9782

 

年代: 1980

 

DOI:10.1111/j.1467-9892.1980.tb00296.x

 

出版商: Blackwell Publishing Ltd

 

关键词: Seasonal adjustment;ill‐posed problem;Bayesian model;likelihood of a model;X‐11;BAYSEA

 

数据来源: WILEY

 

摘要:

Abstract.The basic ideas underlying the construction of a newly introduced seasonal adjustment procedure by a Bayesian modeling are discussed in detail. Particular emphasis is placed on the use of the concept of the likelihood of a Bayesian model for model selection. The performance of the procedure is illustrated by a numerical example.

 

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