Signal Extraction from the Components of the Philippine National Accounts Statistics Using ARIMA Model-Based Methodology

The state-of-the-art in signal extraction gradually evolved from the use of 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 producti...

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Bibliographic Details
Main Author: Rufino, Cesar C.
Format: text
Published: Animo Repository 2011
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/res_aki/47
https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1074&context=res_aki
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Institution: De La Salle University

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