Brian Monsell

Center for Statistical Research and Methodology

4600 Silver Hill Road

Washington, DC 20233-9100

United States

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Stock Series Holiday Regressors Generated from Flow Series Holiday Regressors

Taiwan Economic Forecast and Policy, Vol. 43 (1), 1-48, 2012
Number of pages: 48 Posted: 06 Jan 2013 Last Revised: 08 Jan 2013
David Findley, Brian Monsell and Tony Chieh-tse Hou
Center for Statistical Research and Methodology, Center for Statistical Research and Methodology and National Dong Hwa University
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Abstract:

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inventory time series, seasonal adjustment, holiday effects, moving holidays, forecasting, Easter effects, Chinese New Year effects, X-12-ARIMA, X-13ARIMA-SEATS