周度货币总量的季节调整:一种基于模型的方法

Seasonal Adjustment of the Weekly Monetary Aggregates: A Model-Based Approach

Journal of Business & Economic Statistics · 1984
被引 10
人大 AABS 4

中文导读

提出一种结合回归模型和时间序列模型的周度数据季节调整方法,并应用于美联储当前调整的美国周度货币供应量序列。

Abstract

A procedure is developed for seasonally adjusting weekly time series, based on a composite of regression and time series models. The procedure is applied to some weekly U.S. money supply series currently seasonally adjusted by the Federal Reserve.

季节性调整周度货币总量模型法时间序列