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NTIS 바로가기응용통계연구 = The Korean journal of applied statistics, v.36 no.5, 2023년, pp.457 - 471
The monthly series is an aggregation of daily values. In the absence of observable daily data, calendar effects such as trading day and holidays are estimated using a RegARIMA model. However, if the daily series were observable, these calendar effects could be estimated directly from the daily serie...
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Roberts CG, Holan SH, and Monsell B (2009). Comparison of X-12-ARIMA trading day and holiday regressors?with country specific regressors, research report series, No. 2009-07, Retrieved Oct. 11, 2023, Available?from: https://www.census.gov/content/dam/Census/library/working-papers/2009/adrm/rrs2009-07.pdf
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