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A numerical algorithm of the calculation of coefficients in moving averages

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posted on 15.01.2021, 16:00 by Bengt Lindberg
For a general statistical motivation of the numerical problem and further analysis of the method of moving averages, see Hoem (1978) and Linnemann (1979, 1980). This paper deals solely with the practical computer implementation of the problem suggested to the present author by Jan M. Hoem.

Funding

Stockholm University

History

ISSN

2002-617X

Original title

A numerical algorithm of the calculation of coefficients in moving averages

Original language

English

Publication date

01/03/1984

Licence

Exports