Abstract
We concern ourselves with statistical treatment of economic time-series data used in short-term economic policy, control and monitoring. Although other frequencies are possible, our attention centers on monthly (also quarterly) series. The statistical treatment we have in mind includes short-term forecasting, seasonal adjustment, estimation of the trend, estimation of the business cycle, estimation of special effects and removal of outliers, perhaps for a large number of series.
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© 1996 Physica-Verlag Heidelberg
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Gómez, V., Maravall, A. (1996). New Methods for Quantitative Analysis of Short-Term Economic Activity. In: Prat, A. (eds) COMPSTAT. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-46992-3_6
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DOI: https://doi.org/10.1007/978-3-642-46992-3_6
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