A spectral approach to seasonal filtering
An important requirement in analysing a time series generated by an unknown stochastic process is to look for measurable periodicities. Considering an economic time series as a finite realisation from this process, a contributing source of variation within the data is usually the seasonal component. If the amplitude of this known periodic oscillation can be accurately estimated, the variation attributable to the seasonal can be removed from the series, so making the problems...[Show more]
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