This page provides papers of interest to researchers and seasonal adjustment experts are available for downloading.
Testing Collinearity of Vector Time Series
Investigating collinearity of vector time series in the frequency domain, by examining the rank of the spectral density matrix at a given frequency of interest.
Time Series Seasonal Adjustment Using Regularized SVD
We propose a new seasonal adjustment method based on the Regularized Singular Value Decomposition of the matrix obtained by reshaping seasonal time series data.
Constrained Estimation of Causal Invertible VARMA
Presents a reparameterization of vector autoregressive moving aver- age models for parameter estimation under the constraints of causality and invertibility.