Title of article
A different look at the Census X-11 filter
Author/Authors
Carlos Lenz، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
6
From page
1
To page
6
Abstract
A band-pass filter approximating the ideal seasonal filter proposed by Sims [Journal of the American Statistical Association 69 (1974) 618] is constructed and its properties are compared to those of the Census X-11 filter. This highlights some properties of the X-11 filter and shows that the proposed band-pass filter is simpler and more flexible
Keywords
Census X-11 , Seasonal adjustment , Band-pass filtering
Journal title
Economics Letters
Serial Year
2003
Journal title
Economics Letters
Record number
435140
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