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

• Main Author: Rufino, Cesar C.
• Format: text
• Published: Animo Repository 2011
• Subjects: ARIMA, national accounts, signal extraction, TRAMO-SEATS; Growth and Development; Macroeconomics
• Online Access: https://animorepository.dlsu.edu.ph/res_aki/47; https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1074&context=res_aki
• Institution: De La Salle University

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...