SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
复制标题
DOI：
10.1111/j.1467-9892.1980.tb00296.x
复制
发表时间：
1980
影响因子：
0.9
通讯作者：
H. Akaike
中科院分区：
文献类型：
--
作者：
H. Akaike
详细讨论了新引入的贝叶斯模型的季节调整过程的基本思想。特别强调的是使用贝叶斯模型的可能性概念进行模型选择。通过数值算例说明了该方法的有效性。
The basic ideas underlying the construction of a newly introduced seasonal adjustment procedure by a Bayesian modeling are discussed in detail. Particular emphasis is placed on the use of the concept of the likelihood of a Bayesian model for model selection. The performance of the procedure is illustrated by a numerical example.