Seasonal Adjustment and Dynamic Linear Models
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 sea...
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| Format: | Doctoral Thesis |
| Language: | English |
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Stockholms universitet, Statistiska institutionen
2013
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-89496 http://nbn-resolving.de/urn:isbn:978-91-7447-678-1 |