Pages that link to "Item:Q3317944"
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The following pages link to Modeling Time Series With Calendar Variation (Q3317944):
Displaying 18 items.
- Changes in seasonal patterns (Q671898) (← links)
- Testing for adequacy of seasonal adjustment in the frequency domain (Q826978) (← links)
- Inferences on problems in modeling multi variate data sets in synodic time (Q876843) (← links)
- The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074) (← links)
- Changes in seasonal patterns. Are they cyclical? (Q1342433) (← links)
- The sample spectrum of time series with trading day variation (Q1676644) (← links)
- Reg-ARIMA model identification: empirical evidence (Q2828604) (← links)
- Optimality of GLS for one-step-ahead forecasting with regARIMA and related models when the regression is misspecified (Q2886977) (← links)
- Adjusting for calendar effects of real retail trade turnover time series (Q2966453) (← links)
- A general structural model for decomposing time series and its analysis as a generalized regression model (Q3031815) (← links)
- Automatic time series modeling,intervention analysis, and effective forecasting (Q3350592) (← links)
- Identification of seasonal arima models using a filtering method (Q3474145) (← links)
- Restricted estimation of an adjusted time series: application to Mexico's industrial production index (Q3591978) (← links)
- Applications: An Easter Proximity Effect: Modelling and Adjustment (Q4540789) (← links)
- Analysis of seasonal level shift (SLS) detection in SARIMA models (Q4607386) (← links)
- Estimating the Effect of Parameter Uncertainty in Repeated Sample Surveys (Q4707011) (← links)
- A Review of Seasonal Adjustment Diagnostics (Q6067576) (← links)
- Flexible modelling of diel and other periodic variation in hidden Markov models (Q6069696) (← links)
