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Direct estimation of seasonal variables. ESRI Memorandum Series No. 26 1965

Leser, C. E. V. (1965) Direct estimation of seasonal variables. ESRI Memorandum Series No. 26 1965. [Policy Paper]

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    Abstract

    In estimating the seasonal component of a time series which is assumed to contain a trend and a residual in addition, the usual procedure is to specify, estimate and eliminate the trend before proceeding to the estimation of seasonal variation. Modifications are possible which permit the simultaneous estimation of trend and seasonal variation, but the results still depend on the assumptions made with regard to the form of trend.

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    Item Type: Policy Paper
    Subjects for non-EU documents: Countries > Ireland
    EU policies and themes > Policies & related activities > economic and financial affairs > general
    Subjects for EU documents: UNSPECIFIED
    EU Series and Periodicals: UNSPECIFIED
    EU Annual Reports: UNSPECIFIED
    Series: Series > Economic and Social Research Institute (ESRI), Dublin > ESRI Memorandum Series
    Depositing User: Alyssa McDonald
    Official EU Document: No
    Language: English
    Date Deposited: 07 Jul 2017 12:22
    Number of Pages: 8
    Last Modified: 14 Feb 2018 10:14
    URI: http://aei.pitt.edu/id/eprint/88140

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