TY  - RPRT
AU  - Casals Carro, José
AU  - Jerez Méndez, Miguel
AU  - Sotoca López, Sonia
PY  - 2000
UR  - https://hdl.handle.net/20.500.14352/64235
AB  - We describe a simple procedure for decomposing a vector of time series into trend, cycle, seasonal and irregular components. Contrary to common practice, we do not assume these components to be orthogonal conditional on their past. However, the...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - State-space models
KW  - Seasonal adjustment
KW  - Trends
KW  - Unobserved components.
TI  - An exact multivariate model-based structural decomposition
TY  - technical report
VL  - 2000
ER  -