NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

The Smoothing of Time Series

Frederick R. Macaulay

Published in 1931 by NBER

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0172 pages
ISBN: 0-87014-018-3

Table of Contents

Front matter, acknowledgment, tables of content: Frederick R. Macaulay (p. 4 - 16) (bibliographic info) (download)

Introduction: Frederick R. Macaulay (p. 17 - 30) (bibliographic info) (download)

1. The Smoothing of Economic Time Series, Curve Fitting and Graduation: Frederick R. Macaulay (p. 31 - 42) (bibliographic info) (download)

2. Graduating by Simple Moving Averages and by the Mid-Ordinates of Third-Degree Parabolas Fitted by the Method of Least Squares: Frederick R. Macaulay (p. 43 - 50) (bibliographic info) (download)

3. Third-Degree Parabolic Graduation Formulas Having Smooth Weight Diagrams, Summation Formulas: Frederick R. Macaulay (p. 51 - 62) (bibliographic info) (download)

4. Fifth-Degree Parabolic Summation Formulas for Graduation: Frederick R. Macaulay (p. 63 - 80) (bibliographic info) (download)

5. Dr. E. C. Rhodes' Graduation Proposal: Frederick R. Macaulay (p. 81 - 88) (bibliographic info) (download)

6. The Whittaker-Henderson Method of Graduation: Frederick R. Macaulay (p. 89 - 99) (bibliographic info) (download)

7. Desirable Characteristics of Formulas for Graduating Monthly Time Series: Frederick R. Macaulay (p. 100 - 112) (bibliographic info) (download)

8. The Extension of Summation Formulas to Cover the Range of the Data: Frederick R. Macaulay (p. 113 - 117) (bibliographic info) (download)

Appendices: Frederick R. Macaulay (p. 118 - 169) (bibliographic info) (download)

 
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