Performance of short-term trend predictors for current economic analysis

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.

Publishing Standards for Research in Forecasting (Editorial)

When we first began publication of the Journal of Forecasting, we reviewed policies that were used by other journals and also examined the research on scientific publishing. Our findings were translated into a referee's rating form that was published in the journal [Armstrong (1982a)]. These guidelines were favorably received. Most referees used the Referee's Rating Sheet (Exhibit 1 provides an updated version) and some of them wrote to tell us that they found it helpful in communicating the aims and criteria of the journal.publishing standards, research, forecasting

A New Bispectral Test for Nonlinear Serial Dependence

Bispectrum, nonlinearity, time series analysis

Publishing Standards for Research on Forecasting (editorial)

When we first began publication of the International Journal of Forecasting, we reviewed policies that were used by other journals and also examined the research on scientific publishing. Our findings were translated into a referee\u27s rating form that was published in the journal [Armstrong (1982a)]. These guidelines were favorably received. Most referees used the Referee\u27s Rating Sheet (Exhibit 1 provides an updated version)and some of them wrote to tell us that they found it helpful in communicating the aims and criteria of the journal