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Olivier Darne and Estelle Bee Dagum
 
''Performance of short-term trend predictors for current economic analysis''
( 2009, Vol. 29 No.1 )
 
 
We study the performance of several short-term trend estimators for current economic analysis. These estimators are available in X11-ARIMA, X12-ARIMA, TRAMO-SEATS and STAMP. We also include two other trend-cycle estimators obtained by post-processing seasonally adjusted data with X11ARIMA, namely, a modified Henderson nonlinear filter by Dagum (1996) DMH, and a new modified version of it, DMH-D. The estimators are applied to a number of simulated non-seasonal data of various levels of variability.
 
 
Keywords:
 
Manuscript Received : Oct 27 2008 Manuscript Accepted : Feb 10 2009

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