Note on inappropriate trend and seasonal elimination
Commentationes Mathematicae Universitatis Carolinae (1986)
- Volume: 027, Issue: 2, page 277-283
- ISSN: 0010-2628
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topCipra, Tomáš. "Note on inappropriate trend and seasonal elimination." Commentationes Mathematicae Universitatis Carolinae 027.2 (1986): 277-283. <http://eudml.org/doc/17458>.
@article{Cipra1986,
author = {Cipra, Tomáš},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {time series; elimination of trend or seasonality; differencing},
language = {eng},
number = {2},
pages = {277-283},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Note on inappropriate trend and seasonal elimination},
url = {http://eudml.org/doc/17458},
volume = {027},
year = {1986},
}
TY - JOUR
AU - Cipra, Tomáš
TI - Note on inappropriate trend and seasonal elimination
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1986
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 027
IS - 2
SP - 277
EP - 283
LA - eng
KW - time series; elimination of trend or seasonality; differencing
UR - http://eudml.org/doc/17458
ER -
References
top- ANDERSON T. W., The Statistical Analysis of Time Series, Wiley, New York 1971. (1971) Zbl0225.62108MR0283939
- BOX G. E. P., JENKINS G. M., Time Series Analysis, Forecasting and Control, Holden Day, San Francisco 1970. (1970) Zbl0249.62009MR0272138
- CHAN K. H., HAYYA J. C., ORD J. K., A note on trend removal methods: the case of polynomial regression versus variate differencing, Econometrica 45 (1977), 737-744. (1977) Zbl0358.62061
- NELSON Ch. R., KANG H., Spurious periodicity in inappropriately detrended time series, Econometrica 49 (1981), 741-751. (1981) Zbl0468.62099
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