Frequency Domain Analyses of SEATS and X-11/12-ARIMA Seasonal Adjustment Filters for Short and Moderate-Length Time Series

By David F. Findley, Donald E. K. Martin. 2006

50 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b12280977f1d30d79ad38ff4114ee7d6ff198404

Citations in the corpus

• MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION (2008, unknown): “0 ~for a similar treatment, see Findley and Martin, 2006!+ Writing F QDN as before, we have Hl ~l! k 1 n Qlk j 1 n dk j dN N e i ~ j l !l e ill k 1 n Qlk e ikldN~e il !+ In other words, the frequency response for row l of F is given by the product of the frequency responses for dN~z! and row l of…”