帮忙下载：Calendar effects in monthly time series: Detection by spectrum analysi

【作者(必填)】
William S. Cleveland and Susan J. Devlin
【文题(必填)】
Calendar Effects in Monthly Time Series: Detection by Spectrum Analysis and Graphical Methods
【年份(必填)】
Sep., 1980
【全文链接或数据库名称(选填)】

http://www.jstor.org/stable/2287636

Calendar Effects in Monthly Time Series: Detection by Spectrum Analysis and Graphical Methods. .作者:Cleveland, William S.1
Devlin, Susan J.1.
来源:Journal of the American Statistical Association; Sep80, Vol. 75 Issue 371, p487, 10p.
文献类型:Article.
主题语:*TIME series analysis
*MATHEMATICAL statistics
*PROBABILITIES
SPECTRUM analysis
CALENDAR
GRAPH theory
TIME-domain analysis.
作者提供的关键字:Calendar adjustment
Graphics.
Seasonal adjustment
Spectrum analysis
Trading-day adjustment.
摘要:Many time series, particularly national business and economic series, which are reported monthly and represent a total of the series for each month, contain calendar effects due to changing month length, weekly periodicities, and holidays. It is important to detect and remove this spurious calendar variation to allow a better appreciation of the variation in the series due to important factors. This article discusses detection. Two sets of diagnostic methods for detecting calendar effects in monthly time series, spectrum analyses and time domain graphical displays, are described. These methods can be used in an initial analysis to decide if calendar adjustment is necessary and can be used on an adjusted series to determine if the adjustment has properly removed all of the calendar effects. [ABSTRACT FROM AUTHOR].
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作者单位:1Statisticians, Bell Laboratories, 600 Mountain Ave., Murray Hill, NJ 07974..

xjqxxjjqq 发表于 2012-8-12 20:16

万分感谢！