| Title:
|
Note on inappropriate trend and seasonal elimination (English) |
| Author:
|
Cipra, Tomáš |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
27 |
| Issue:
|
2 |
| Year:
|
1986 |
| Pages:
|
277-283 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62J05 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0616.62118 |
| idMR:
|
MR857547 |
| . |
| Date available:
|
2008-06-05T21:24:52Z |
| Last updated:
|
2012-04-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/106450 |
| . |
| Reference:
|
[1] ANDERSON T. W.: The Statistical Analysis of Time Series.Wiley, New York 1971. Zbl 0225.62108, MR 0283939 |
| Reference:
|
[2] BOX G. E. P., JENKINS G. M.: Time Series Analysis.Forecasting and Control, Holden Day, San Francisco 1970. Zbl 0249.62009, MR 0272138 |
| Reference:
|
[3] 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. Zbl 0358.62061 |
| Reference:
|
[4] NELSON Ch. R., KANG H.: Spurious periodicity in inappropriately detrended time series.Econometrica 49 (1981), 741-751. Zbl 0468.62099 |
| . |
