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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主要作者: Rufino, Cesar C.
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出版: Animo Repository 2012
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在線閱讀:https://animorepository.dlsu.edu.ph/faculty_research/3581
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機構: De La Salle University

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