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Communications in Statistics - Theory and Methods Volume 37, 2008 - Issue 4
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TIME SERIES ANALYSIS

Statistical Properties of Model-Based Signal Extraction Diagnostic Tests

Tucker McElroy Statistical Research Division, U.S. Census Bureau, Washington, DC, USACorrespondence[email protected]
Pages 591-616 | Received 05 Jun 2006, Accepted 11 May 2007, Published online: 13 Feb 2008

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Chris Blakely & Tucker McElroy. (2017) Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation. Econometric Reviews 36:4, pages 447-467.
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Articles from other publishers (7)

Prince Mensah Osei. (2022) Does bootstrapping the remainder component of seasonal time series improve forecasting using SARIMA model? An application to rainfall data. Modeling Earth Systems and Environment 8:4, pages 4417-4425.
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Tucker McElroy & Anindya Roy. (2021) A Review of Seasonal Adjustment Diagnostics. International Statistical Review 90:2, pages 259-284.
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Tucker McElroy. (2021) A Diagnostic for Seasonality Based Upon Polynomial Roots of ARMA Models. Journal of Official Statistics 37:2, pages 367-394.
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Tucker McElroy & Brian Monsell. (2014) The multiple testing problem for Box-Pierce statistics. Electronic Journal of Statistics 8:1.
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Agustın Maravall & Domingo Perez. 2012. Economic Time Series. Economic Time Series 281 313 .
Tucker McElroy & Scott Holan. (2009) A local spectral approach for assessing time series model misspecification. Journal of Multivariate Analysis 100:4, pages 604-621.
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Agustín Maravall & Domingo Pérez. (2011) Applying and Interpreting Model - Based Seasonal Adjustment. The Euro - Area Industrial Production Series. SSRN Electronic Journal.
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