Publication Details

Back Finite Sample Revision Variances for ARIMA Model-Based Signal Extraction


Paper presented at the Eurostat Conference on Seasonality, Seasonal Adjustment and their Implications for Short-Term Analysis and Forecasting.
Authors: Tucker McElroy, Richard Gagnon

Electronic format

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Release date: 10 August 2007

Additional information

Product code: KS-DT-06-010
ISBN 92-79-03409-X
ISSN 1725-4825
Theme: General and regional statistics
Collection: Statistical working papers