Arima models, the steady state of economic variables and their estimation /
Antoni Espasa, Daniel Peña.
- Madrid : Banco de España, 1990.
- 38 páginas : ilustraciones, gráficas a blanco y negro ; 27 cm.
- Servicio de estudios. Documento de trabajo ; no. 9008 .
- Servicio de estudios. Documentos de trabajo (Banco de España) Servicio de estudios. Documentos de trabajo (Banco de España) .
1. Introduction, 5 -- 2. Seasonal models, their forecasting functions and their components, 7 -- 3. Economic interpretation of the components of the univariate forecasting function, 15 -- 4. The determination of the components of the forecasting function, 21 -- 5. Application of the calculation of the trend of the univariate forecasting function to series analysis of the Spanish economy, 26 -- Bibliography, 33 -- Appendix 1, 34.