Simulation analysis compares revisions in trend-cycle estimation methods, highlighting uncertainty in data interpretation.
Revisions are a major source of uncertainty in trend-cycle estimation. Both the smoothed series and its revisions depend on the characteristics of the series under study, classified according to their noise-to-signal ratio. This simulation analysis investigates the magnitude of revisions as new observations are incorporated, comparing two alternative X-13ARIMA-SEATS decomposition methods and extending the application of the DMH and DMH-D techniques to varying lengths of the widely used Henderson filter and to the medium IC group.
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BERITICH et al. (2026) studied this question.
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