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SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
Author(s) -
Akaike Hirotugu
Publication year - 1980
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1980.tb00296.x
Subject(s) - bayesian probability , mathematics , model selection , econometrics , selection (genetic algorithm) , variable order bayesian network , bayesian statistics , bayesian inference , bayesian linear regression , bayesian econometrics , statistics , machine learning , computer science
. The basic ideas underlying the construction of a newly introduced seasonal adjustment procedure by a Bayesian modeling are discussed in detail. Particular emphasis is placed on the use of the concept of the likelihood of a Bayesian model for model selection. The performance of the procedure is illustrated by a numerical example.