Notes on time series analysis, ARIMA models and signal extraction
By: Regina Kaiser and Agustín Maravall
Contributors: Maravall, Agustín; Banco de España. Servicio de Estudios
Series: Documento de Estudios (Banco de España. Servicio de Estudios) -- no.0012; Documento de Estudios (Banco de España. Servicio de Estudios) -- no. 12
Publisher: Banco de España
Published: 2000
Place of publication: Madrid
Language: eng
Number of pages: 79
Subjects: Time-series analysis; Information measurement; Filters (Mathematics); Business cycles; Measurement; Statistical methods; Seasonal variations (Economics)
Notes: Includes bibliographical references (p.75-79).