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修正的 Hannan 季节调整滤波器与 BLS 滤波器的比较AI 解读

In a previous paper [12], an attempt was made to show how spectral techniques could be used to compare the effects of two seasonal adjustment procedures on the series to which they were applied. The two procedures compared were: (a) the technique currently used by the Bureau of Labor Statistics for seasonally adjusting employment, unemployment, and labor force monthly statistics, and (b) the so-called “residual” method, proposed by Brittain [2], Samuelson [16], and others.…

季节调整程序的谱分析AI 解读

This paper discusses one of the uses to which two powerful techniques of modem time series analysis may be put in economics: namely, the study of the precise effects of seasonal adjustment procedures on the characteristics of the series to which they are applied. Since most economic data appearing at intervals of less than a year are to a greater or lesser extent manufactured from more basic time series, the problem of assessing the effects of the manufacturing processes…