16.10 a. Show that the centered s-point moving average series of Section 16.2 can be written as...
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16.10
a. Show that the centered s-point moving average series of Section 16.2 can be written as follows:
x*t =
xt-1s > 22 + 21xt-(s > 22+1 + g + xt+1s > 22-1) + xt+1s > 22 2s
b. Show that x*t +1 = x*t +
xt+1s > 22+1 + xt+1s > 22 - xt-1s > 22+1 - xt-1s > 22 2s Discuss the computational advantages of this formula in the seasonal adjustment of monthly time series.
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Related Book For
Essential Mathematics And Statistics For Science
ISBN: 9780470694480
2nd Edition
Authors: Graham Currell, Dr. Antony Dowman
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