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An ARIMA-Model-Based Approach to Seasonal Adjustment
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1982
Year
MeteorologyForecasting MethodologyEngineeringGaussian Arima ModelGeographyWeather ForecastingTemporal Pattern RecognitionSeasonal AdjustmentForecastingIrregular Noise ComponentsSignal ProcessingTime Series EconometricsNonlinear Time Series
Abstract This article proposes a model-based procedure to decompose a time series uniquely into mutually independent additive seasonal, trend, and irregular noise components. The series is assumed to follow the Gaussian ARIMA model. Properties of the procedure are discussed and an actual example is given.