Search for dissertations about: "direct and indirect seasonal adjustment"

Found 1 swedish dissertation containing the words direct and indirect seasonal adjustment.

2. 1. Seasonal Adjustment and Dynamic Linear Models

   Author : Can Tongur; Daniel Thorburn; Sune Karlsson; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Dynamic linear models; DLM; direct and indirect seasonal adjustment; relative efficiency; Huber loss function; Polls of polls; Wiener process; Swedish elections; Statistics; statistik;

   Abstract : Dynamic Linear Models are a state space model framework based on the Kalman filter. We use this framework to do seasonal adjustments of empirical and artificial data. A simple model and an extended model based on Gibbs sampling are used and the results are compared with the results of a standard seasonal adjustment method. READ MORE