论文信息 - The interaction between trend and seasonality

The interaction between trend and seasonality

X-12-ARIMA makes some assumptions about the relationship between trend and seasonality that are not always understood by users. In its simplest form, the observed series Yt can be considered a combination of three components: the trend-cycle Ct, the seasonal component St, and the irregular or random component It. Each of these components can enter the equation by multiplication or addition. Thus we have eight possible models:

Rob J. Hyndman | Rob J Hyndman

[1] David F. Findley,et al. New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program , 1998 .

[2] Rob J Hyndman,et al. A state space framework for automatic forecasting using exponential smoothing methods , 2002 .

[3] Peter T. Ittig,et al. A Seasonal Index for Business , 1997 .