Trends cycles and seasons: Econometric methods of signal extraction
介绍了时域和频域中趋势提取与季节调整的替代方法，比较了TRAMO-SEATS和STAMP程序中的时域方法，并展示了IDEOLOG程序中的频域方法，适用于经济数据中的信号提取。
Alternative methods of trend extraction and of seasonal adjustment are described that operate in the time domain and in the frequency domain.The time-domain methods that are implemented in the TRAMO–SEATS and the STAMP programs are compared. An abbreviated time-domain method of seasonal adjustment that is implemented in the IDEOLOG program is also presented. Finite-sample versions of the Wiener–Kolmogorov filter are described that can be used to implement the methods in a common way.The frequency-domain method, which is also implemented in the IDEOLOG program, employs an ideal frequency selective filter that depends on identifying the ordinates of the Fourier transform of a detrended data sequence that should lie in the pass band of the filter and those that should lie in its stop band. Filters of this nature can be used both for extracting a low-frequency cyclical component of the data and for extracting the seasonal component.