COMPUTATIONALLY EFFICIENT IMPLEMENTATION OF A BAYESIAN SEASONAL ADJUSTMENT PROCEDURE

Makio Ishiguro

Journal of Time Series Analysis, 1984, vol. 5, issue 4, 245-253

Abstract: Abstract. A Bayesian seasonal adjustment procedure was first proposed by Akaike (1979) and implemented as a computer program, BAYSEA (BAYesian SEasonal Adjustment program), by Akaike and Ishiguro (1980a). This paper proposes an efficient algorithm to solve the least square problem which arises in the procedure.

Date: 1984
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