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Resource Library
Time Series and Seasonal Adjustment Working Papers
Time Series and Seasonal Adjustment Working Papers
The following papers of interest to researchers and seasonal adjustment experts are available for downloading.
Working Paper
Continuous Time Extraction of a Nonstationary Signal with Illustrat...
Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-pass and Band-pass Filtering
Working Paper
A Spectral Approach for Locally Assessing Time Series Model Misspec...
A Spectral Approach for Locally Assessing Time Series Model Misspecification
Working Paper
The Error in Business Cycle Estimates Obtained from Seasonally Adju...
The Error in Business Cycle Estimates Obtained from Seasonally Adjusted Data
Working Paper
Modeling Stock Trading Day Effects Under Flow Day-of-Week Constraints
Modeling Stock Trading Day Effects Under Flow Day-of-Week Constraints
Working Paper
Exact Formulas for the Hodrick-Prescott Filter
Exact Formulas for the Hodrick-Prescott Filter
Working Paper
On Joint Fourier-Laplace Transforms
On Joint Fourier-Laplace Transforms
Working Paper
Statistical Properties of Model-Based Signal Extraction Diagnostic ...
Statistical Properties of Model-Based Signal Extraction Diagnostic Tests
Working Paper
Finite Sample Revision Variances for ARIMA Model-Based Signal Extra...
Finite Sample Revision Variances for ARIMA Model-Based Signal Extraction
Working Paper
Frequency Domain Analyses of SEATS
We investigate frequency domain properties, revealed by the squared gain and phase delay functions.
Working Paper
Issues in Identifying Easter Effects in Economic Time Series
This paper shows that analysis of X-11 extreme values and regARIMA outliers can contribute to better Easter effect decisions.
Page Last Revised - November 22, 2021
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