关于指数平滑季节性差分的一个注记

A Note on Exponentially Smoothed Seasonal Differences

Journal of Business & Economic Statistics · 1986
被引 7
人大 AABS 4

中文导读

论证了对季节性差分进行指数平滑可以简单有效地抑制短期波动(包括季节性波动),适用于需要过滤特定频率区间变化的经济时间序列分析。

Abstract

Filtering economic time series can be justified if variations within a certain frequency interval are relevant for the problem at hand. It is shown here that exponential smoothing of seasonal differences provides a simple means of damping short oscillations, including seasonal ones.

指数平滑季节差分经济时间序列滤波