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Journal Article

On the Measurement of the Permanent Component of a Series

Donald H. Ebbeler
Journal of the American Statistical Association
Vol. 68, No. 342 (Jun., 1973), pp. 343-347
DOI: 10.2307/2284073
Stable URL: http://www.jstor.org/stable/2284073
Page Count: 5
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On the Measurement of the Permanent Component of a Series
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Abstract

In a recent article [9] J.M. Holmes has derived a necessary condition for the statistical independence of the permanent and transitory components of an observed series when the permanent component is defined as a weighted average of the observed series. In this article a weighting scheme satisfying Holmes' necessary condition is discussed and an extension of the stochastic specification in [9] is considered.

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