Geodesic
Note on inappropriate trend and seasonal elimination
Commentationes Mathematicae Universitatis Carolinae, Tome 27 (1986) no. 2, pp. 277-283 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 62J05, 62M10 
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     url = {http://geodesic.mathdoc.fr/item/CMUC_1986_27_2_a6/}
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Cipra, Tomáš. Note on inappropriate trend and seasonal elimination. Commentationes Mathematicae Universitatis Carolinae, Tome 27 (1986) no. 2, pp. 277-283. http://geodesic.mathdoc.fr/item/CMUC_1986_27_2_a6/

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[2] BOX G. E. P., JENKINS G. M.: Time Series Analysis. Forecasting and Control, Holden Day, San Francisco 1970. | MR | Zbl

[3] CHAN K. H., HAYYA J. C., ORD J. K.: A note on trend removal methods: the case of polynomial regression versus variate differencing. Econometrica 45 (1977), 737-744. | Zbl

[4] NELSON Ch. R., KANG H.: Spurious periodicity in inappropriately detrended time series. Econometrica 49 (1981), 741-751. | Zbl