SEASONAL ADJUSTMENT BY A BAYESIAN MODELING

Hirotugu Akaike

Journal of Time Series Analysis, 1980, vol. 1, issue 1, 1-13

Abstract: Abstract. The basic ideas underlying the construction of a newly introduced seasonal adjustment procedure by a Bayesian modeling are discussed in detail. Particular emphasis is placed on the use of the concept of the likelihood of a Bayesian model for model selection. The performance of the procedure is illustrated by a numerical example.

Date: 1980
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