Journal of forecasting. 1997;16(6):411-424. doi: 10.1002/(sici)1099-131x(199711)16:6<411::aid-for659>3.0.co;2-g Q12.72025
State space trend-cycle decomposition of the ARIMA(1,1,1) process
DOI: 10.1002/(sici)1099-131x(199711)16:6<411::aid-for659>3.0.co;2-g
摘要