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Kalman filter approach for extracting trend and cyclical information from latvian exports data

  • University of Latvia

Research output: Chapter in Book/Report/Conference proceedingConference paperResearchpeer-review

Abstract

Decomposing a time series into trend-cycle components can be achieved in several ways. In the last decade Unobservable Components decomposition has become very popular. This method uses Kalman Filter approach. The latter method was applied to Latvian exports to EU series and the results were compared to those achieved via conventional Trend-seasonal decomposition.

Original languageEnglish
Title of host publication5th International Conference APLIMAT 2006
EditorsMonika Kovacova
PublisherSlovak University of Technology in Bratislava
Pages599-605
Number of pages7
ISBN (Electronic)809673055X, 9788096730551
Publication statusPublished - 2006
Event5th International Conference APLIMAT 2006 - Bratislava, Slovakia
Duration: 7 Feb 200610 Feb 2006

Publication series

Name5th International Conference APLIMAT 2006
Volume2006-January

Conference

Conference5th International Conference APLIMAT 2006
Country/TerritorySlovakia
CityBratislava
Period7/02/0610/02/06

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