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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
Stable URL: http://www.jstor.org/stable/2284073
Page Count: 5
You can always find the topics here!Topics: Term weighting, Transitory income, Weighted averages, Open intervals, Consumption theories, Economic theory, Geometric series, Permanent paper, Econometrics, Economic independence
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In a recent article  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  is considered.
Journal of the American Statistical Association © 1973 American Statistical Association