[経済][科学]季節調整が単位根検定に与える影響
himaginaryの日記,
についてDave Gilesがまとめている。 One of the consequences of these standard seasonal adjustment procedures is that they introduce a…
についてDave Gilesがまとめている。 One of the consequences of these standard seasonal adjustment procedures is that they introduce a…
We all know why it's common to "seasonally adjust" economic time series data that are recorded on a monthly, quarterly, etc.