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Fourier Methods for Evolving Seasonal Patterns

 

作者: NigelF. Nettheim,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1965)
卷期: Volume 60, issue 310  

页码: 492-502

 

ISSN:0162-1459

 

年代: 1965

 

DOI:10.1080/01621459.1965.10480805

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The use of Fourier or spectral methods for the seasonal adjustment of economic and other time series has recently been suggested; see for example Hannan [3], [4]. The case in which the seasonal pattern does not change appreciably from year to year has been covered in some detail but methods appropriate to an evolving seasonal pattern have been given only a little attention. The present paper discusses the nature of evolving seasonal patterns which may arise in economic series and examines a method due to Hannan which may be used when the pattern is changing slowly over time. Although the suggested method is not readily mechanized for routine application on a large scale since some personal judgments are called for, it is found useful in detailed studies and might well be applied to any series for which traditional methods are not adequate; it is also applicable to the problem of prediction.

 

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