Signal extraction from the Philippine national accounts statistics using ARIMA model-based methodology

The state of the art in signal extraction gradually evolved from the use of a mechanical form of moving average filters to the present sophisticated model-based techniques capable of performing automatic modeling and signal extraction involving hundreds or even thousands of time series in one produc...

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Bibliographic Details
Main Author: Rufino, Cesar C.
Format: text
Published: Animo Repository 2012
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Online Access:https://animorepository.dlsu.edu.ph/faculty_research/3581
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Institution: De La Salle University