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Journal of the American Statistical Association Volume 84, 1989 - Issue 405
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Application and Case Study

Sensitivity Analysis of Seasonal Adjustments: Empirical Case Studies

J. B. Carlin Department of Community Medicine, University of Melbourne, Carlton, Victoria, 3053, Australia
&
A. P. Dempster Department of Statistics, Harvard University, Cambridge, MA, 02138, USA
Pages 6-20 | Received 01 Dec 1987, Published online: 12 Mar 2012

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Masaki Narukawa. (2016) Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models. Journal of Nonparametric Statistics 28:2, pages 272-295.
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Laurent Ferrara, Dominique Guegan & Zhiping Lu. (2010) Testing Fractional Order of Long Memory Processes: A Monte Carlo Study. Communications in Statistics - Simulation and Computation 39:4, pages 795-806.
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Gael M. Martin. (2001) BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL. Econometric Reviews 20:2, pages 217-234.
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Sangit Chatterjee & Mustafa Yilmaz. (1992) Use of estimated fractal dimension in model identification for time series. Journal of Statistical Computation and Simulation 41:3-4, pages 129-141.
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RobertH. Shumway & MyronJ. Katzoff. (1991) Adjustment of Provisional Mortality Series: The Dynamic Linear Model with Structured Measurement Errors. Journal of the American Statistical Association 86:415, pages 611-617.
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Susan Porter-Hudak. (1990) An Application of the Seasonal Fractionally Differenced Model to the Monetary Aggregates. Journal of the American Statistical Association 85:410, pages 338-344.
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Luis A. Gil‐Alana. (2016) Alternative modelling approaches for the ENSO time series: persistence and seasonality . International Journal of Climatology 37:5, pages 2354-2363.
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Ali R. Taheriyoun & Meisam Moghimbeygi. (2017) Visual information and expert’s idea in Hurst index estimation of the fractional Brownian motion using a diffusion type approximation. Scientific Reports 7:1.
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Olaoluwa S. Yaya & Olutoyin A. Fashae. (2014) Seasonal fractional integrated time series models for rainfall data in Nigeria. Theoretical and Applied Climatology 120:1-2, pages 99-108.
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Jan Beran. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Anette L Christensen, Søren Lundbye-Christensen, Kim Overvad, Lars H Rasmussen & Claus Dethlefsen. (2012) Modeling gradually changing seasonal variation in count data using state space models: a cohort study of hospitalization rates of stroke in atrial fibrillation patients in Denmark from 1977 to 2011. BMC Medical Research Methodology 12:1.
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Luis A. Gil-Alana. (2009) A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics. Empirical Economics 38:2, pages 471-501.
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Luis A. Gil-Alana & Javier Hualde. 2009. Palgrave Handbook of Econometrics. Palgrave Handbook of Econometrics 434 469 .
Luis A. Gil‐Alana, Juncal Cunado & Fernando Perez de Gracia. (2008) Tourism in the Canary Islands: forecasting using several seasonal time series models. Journal of Forecasting 27:7, pages 621-636.
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Luis A. Gil‐Alana. (2007) Investigating the seasonal structure in the German economy using fractional integration with structural breaks. Studies in Economics and Finance 24:2, pages 96-114.
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J. Cunado, L.A. Gil-Alana & F. Péarez de Gracia. (2016) The Nature of Seasonality in Spanish Tourism Time Series. Tourism Economics 11:4, pages 483-499.
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L.A. Gil-Alana. (2005) Modelling international monthly arrivals using seasonal univariate long-memory processes. Tourism Management 26:6, pages 867-878.
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Jan Beran. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
Jan Beran. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
L. A. Gil‐Alaña & P. M. Robinson. (2001) Testing of seasonal fractional integration in UK and Japanese consumption and income. Journal of Applied Econometrics 16:2, pages 95-114.
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L. Giraitis & R. Leipus. (1995) A generalized fractionally differencing approach in long-memory modeling. Lithuanian Mathematical Journal 35:1, pages 53-65.
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L. Giraitis & R. Leipus. (1995) A generalized fractionally differencing approach in long-memory modeling. Lithuanian Mathematical Journal 36:1, pages 53-65.
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José M. Bernardo & Adrian F. M. Smith. 1994. Bayesian Theory. Bayesian Theory 489 554 .
Jan Beran & Norma Terrin. (2008) ESTIMATION OF THE LONG‐MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM. Journal of Time Series Analysis 15:3, pages 269-278.
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G. Janacek. 1993. Developments in Time Series Analysis. Developments in Time Series Analysis 164 179 .
N. P. Greis & H. S. Greenside. (1991) Implication of a power-law power-spectrum for self-affinity. Physical Review A 44:4, pages 2324-2334.
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J.B. Carlin. (2008) AN ALGORITHMIC APPROACH TO BAYESIAN LINEAR MODEL CALCULATIONS. Australian Journal of Statistics 32:1, pages 29-43.
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