CLASSICALDECOMP: RATS procedure to decompose a series into trend, seasonal, irregular

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Does a classical decomposition of a series into trend-cycle, seasonal and irregular components. The seasonals are assumed to be constant across the data range.

Language: RATS
Requires: RATS 6.20
Keywords: Detrending; filtering (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
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https://www.estima.com/procs_perl/classicaldecomp.src (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00037

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