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Wayne
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As far as I can tell from my reading, a common method for determining a time series' trend is to smooth the series, perhaps in an iterated fashion, as in: PakistanA Pakistan SBP paper. In the Seasonal Adjustment Methodology section, it describes how X-12 ARIMA does it, though they also use a seasonal factor which perhaps you could also use or perhaps you could simply ignore.f

Other links might include A Bank of England web page and A US Census Bureau paper (pages 8-12).

As far as I can tell from my reading, a common method for determining a time series' trend is to smooth the series, perhaps in an iterated fashion, as in: Pakistan SBP paper. In the Seasonal Adjustment Methodology section, it describes how X-12 ARIMA does it, though they also use a seasonal factor which perhaps you could also use or perhaps you could simply ignore.f

As far as I can tell from my reading, a common method for determining a time series' trend is to smooth the series, perhaps in an iterated fashion, as in: A Pakistan SBP paper. In the Seasonal Adjustment Methodology section, it describes how X-12 ARIMA does it, though they also use a seasonal factor which perhaps you could also use or perhaps you could simply ignore.

Other links might include A Bank of England web page and A US Census Bureau paper (pages 8-12).

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Wayne
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  • 111

As far as I can tell from my reading, a common method for determining a time series' trend is to smooth the series, perhaps in an iterated fashion, as in: SBPPakistan SBP paper. In the Seasonal Adjustment Methodology section, it describes how X-12 ARIMA does it, though they also use a seasonal factor which perhaps you could also use or perhaps you could simply ignore.f

As far as I can tell from my reading, a common method for determining a time series' trend is to smooth the series, perhaps in an iterated fashion, as in: SBP paper. In the Seasonal Adjustment Methodology section, it describes how X-12 ARIMA does it, though they also use a seasonal factor which perhaps you could also use or perhaps you could simply ignore.f

As far as I can tell from my reading, a common method for determining a time series' trend is to smooth the series, perhaps in an iterated fashion, as in: Pakistan SBP paper. In the Seasonal Adjustment Methodology section, it describes how X-12 ARIMA does it, though they also use a seasonal factor which perhaps you could also use or perhaps you could simply ignore.f

Source Link
Wayne
  • 21.6k
  • 4
  • 58
  • 111

As far as I can tell from my reading, a common method for determining a time series' trend is to smooth the series, perhaps in an iterated fashion, as in: SBP paper. In the Seasonal Adjustment Methodology section, it describes how X-12 ARIMA does it, though they also use a seasonal factor which perhaps you could also use or perhaps you could simply ignore.f