Class information for:
Level 1: SEASONAL ADJUSTMENT//UNOBSERVED COMPONENTS//SEASONAL COINTEGRATION

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
14615 759 22.4 44%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
9 4 COMPUTER SCIENCE, THEORY & METHODS//COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE//COMPUTER SCIENCE, INFORMATION SYSTEMS 1247339
34 3       STATISTICS & PROBABILITY//STAT//COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 105938
1959 2             INTERNATIONAL JOURNAL OF FORECASTING//JOURNAL OF FORECASTING//STATISTICS & PROBABILITY 5694
14615 1                   SEASONAL ADJUSTMENT//UNOBSERVED COMPONENTS//SEASONAL COINTEGRATION 759

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 SEASONAL ADJUSTMENT authKW 811250 6% 46% 44
2 UNOBSERVED COMPONENTS authKW 739813 5% 46% 40
3 SEASONAL COINTEGRATION authKW 543091 2% 75% 18
4 SEASONAL UNIT ROOTS authKW 534945 3% 53% 25
5 SEASONAL UNIT ROOT TESTS authKW 347694 1% 79% 11
6 SIGNAL EXTRACTION authKW 284268 4% 24% 29
7 X 11 authKW 281608 1% 100% 7
8 TREND CYCLE DECOMPOSITION authKW 281594 2% 50% 14
9 WIENER KOLMOGOROV FILTER authKW 219025 1% 78% 7
10 HEGY TESTS authKW 198048 1% 62% 8

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Social Sciences, Mathematical Methods 29712 25% 0% 186
2 Economics 25372 62% 0% 469
3 Statistics & Probability 18145 38% 0% 286
4 Mathematics, Interdisciplinary Applications 2487 13% 0% 101
5 Management 2131 12% 0% 90
6 Business, Finance 387 4% 0% 27
7 Computer Science, Interdisciplinary Applications 297 6% 0% 45
8 Agricultural Economics & Policy 152 1% 0% 8
9 Industrial Relations & Labor 104 1% 0% 8
10 History of Social Sciences 99 1% 0% 7

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 DIRECTORATE GEN STAT 80459 0% 100% 2
2 INVEST ECON SOCIALES FRANCISCO DE VITORIA 80459 0% 100% 2
3 UCEE 80459 0% 100% 2
4 BIDGOOD CHAIR ECON FINANCE 40230 0% 100% 1
5 CAMA PL MACROECON ANAL 40230 0% 100% 1
6 CHRISTOPHE PLANAS SYST INFORMAT SAFETY 40230 0% 100% 1
7 DIPARTIMENTO RICERCHE ECON SOCIALI 40230 0% 100% 1
8 DIREZ CENT CONTABILITA NAZL 40230 0% 100% 1
9 DPTO ANAL ECON ECON CUANTITATIVA 40230 0% 100% 1
10 DPTO ECON ESTADIST EE 40230 0% 100% 1

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 JOURNAL OF FORECASTING 85251 7% 4% 51
2 INTERNATIONAL JOURNAL OF FORECASTING 33896 5% 2% 36
3 JOURNAL OF BUSINESS & ECONOMIC STATISTICS 33295 4% 2% 34
4 JOURNAL OF TIME SERIES ANALYSIS 26305 3% 3% 22
5 JOURNAL OF ECONOMETRICS 20792 6% 1% 43
6 ECONOMICS LETTERS 13582 8% 1% 57
7 JOURNAL OF STATISTICAL SOFTWARE 11803 2% 2% 15
8 ECONOMETRIC REVIEWS 10484 1% 3% 10
9 ECONOMETRIC THEORY 8944 2% 1% 17
10 CLIOMETRICA 7610 1% 4% 5

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 SEASONAL ADJUSTMENT 811250 6% 46% 44 Search SEASONAL+ADJUSTMENT Search SEASONAL+ADJUSTMENT
2 UNOBSERVED COMPONENTS 739813 5% 46% 40 Search UNOBSERVED+COMPONENTS Search UNOBSERVED+COMPONENTS
3 SEASONAL COINTEGRATION 543091 2% 75% 18 Search SEASONAL+COINTEGRATION Search SEASONAL+COINTEGRATION
4 SEASONAL UNIT ROOTS 534945 3% 53% 25 Search SEASONAL+UNIT+ROOTS Search SEASONAL+UNIT+ROOTS
5 SEASONAL UNIT ROOT TESTS 347694 1% 79% 11 Search SEASONAL+UNIT+ROOT+TESTS Search SEASONAL+UNIT+ROOT+TESTS
6 SIGNAL EXTRACTION 284268 4% 24% 29 Search SIGNAL+EXTRACTION Search SIGNAL+EXTRACTION
7 X 11 281608 1% 100% 7 Search X+11 Search X+11
8 TREND CYCLE DECOMPOSITION 281594 2% 50% 14 Search TREND+CYCLE+DECOMPOSITION Search TREND+CYCLE+DECOMPOSITION
9 WIENER KOLMOGOROV FILTER 219025 1% 78% 7 Search WIENER+KOLMOGOROV+FILTER Search WIENER+KOLMOGOROV+FILTER
10 HEGY TESTS 198048 1% 62% 8 Search HEGY+TESTS Search HEGY+TESTS

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 BRENDSTRUP, B , HYLLEBERG, S , NIELSEN, MO , SKIPPER, L , STENTOFT, L , (2004) SEASONALITY IN ECONOMIC MODELS.MACROECONOMIC DYNAMICS. VOL. 8. ISSUE 3. P. 362-394 39 63% 4
2 PROIETTI, T , (2007) SIGNAL EXTRACTION AND FILTERING BY LINEAR SEMIPARAMETRIC METHODS.COMPUTATIONAL STATISTICS & DATA ANALYSIS. VOL. 52. ISSUE 2. P. 935-958 26 67% 6
3 OH, KH , ZIVOT, E , CREAL, D , (2008) THE RELATIONSHIP BETWEEN THE BEVERIDGE-NELSON DECOMPOSITION AND OTHER PERMANENT-TRANSITORY DECOMPOSITIONS THAT ARE POPULAR IN ECONOMICS.JOURNAL OF ECONOMETRICS. VOL. 146. ISSUE 2. P. 207-219 19 76% 16
4 POLLOCK, DSG , (2003) RECURSIVE ESTIMATION IN ECONOMETRICS.COMPUTATIONAL STATISTICS & DATA ANALYSIS. VOL. 44. ISSUE 1-2. P. 37-75 25 61% 22
5 KOOPMAN, SJ , OOMS, M , HINDRAYANTO, I , (2009) PERIODIC UNOBSERVED CYCLES IN SEASONAL TIME SERIES WITH AN APPLICATION TO US UNEMPLOYMENT*.OXFORD BULLETIN OF ECONOMICS AND STATISTICS. VOL. 71. ISSUE 5. P. 683 -713 20 65% 1
6 BUJOSA, M , GARCIA-FERRER, A , YOUNG, PC , (2007) LINEAR DYNAMIC HARMONIC REGRESSION.COMPUTATIONAL STATISTICS & DATA ANALYSIS. VOL. 52. ISSUE 2. P. 999-1024 14 93% 7
7 POLLOCK, DSG , (2006) ECONOMETRIC METHODS OF SIGNAL EXTRACTION.COMPUTATIONAL STATISTICS & DATA ANALYSIS. VOL. 50. ISSUE 9. P. 2268-2292 15 88% 10
8 DARNE, O , DIEBOLT, C , (2002) A NOTE ON SEASONAL UNIT ROOT TESTS.QUALITY & QUANTITY. VOL. 36. ISSUE 3. P. 305-310 15 100% 0
9 MELARD, G , (2016) ON SOME REMARKS ABOUT SEATS SIGNAL EXTRACTION.SERIES-JOURNAL OF THE SPANISH ECONOMIC ASSOCIATION. VOL. 7. ISSUE 1. P. 53 -98 12 86% 0
10 CASTRO, TD , BODNAR, A , SANSO, A , (2016) THE LAG-LENGTH SELECTION AND DETRENDING METHODS FOR HEGY SEASONAL UNIT-ROOT TESTS USING STATA.STATA JOURNAL. VOL. 16. ISSUE 3. P. 740 -760 15 68% 0

Classes with closest relation at Level 1


Rank Class id link
1 9961 PORTMANTEAU TEST//ADDITIVE OUTLIER//RESIDUAL AUTOCORRELATION
2 56 PURCHASING POWER PARITY//UNIT ROOT//UNIT ROOT TEST
3 11419 TERM SPREAD//MARKOV SWITCHING//MARKOV SWITCHING MODELS
4 5290 OPTIMUM CURRENCY AREA//INTERNATIONAL BUSINESS CYCLES//BUSINESS CYCLE SYNCHRONIZATION
5 20746 PERIODICALLY CORRELATED PROCESSES//CYCLOSTATIONARITY//ALMOST PERIODICALLY CORRELATED PROCESSES
6 23412 BETA REGRESSION//DYNAMIC GENERALIZED LINEAR MODELS//SIMPLEX DISTRIBUTION
7 4383 FORECAST EVALUATION//INTERNATIONAL JOURNAL OF FORECASTING//MACROECONOMIC FORECASTING
8 21213 SMOOTHING SPLINES//GENERALIZED CROSS VALIDATION//SMOOTHING PARAMETER
9 21831 INVENTORY INVESTMENT//INVENTORIES//INVENTORY CYCLE
10 21880 ESTIMATIVE PREDICTION LIMIT//PATH FORECAST//PREDICTION LIMIT

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