Seasonal adjustment of daily time series

DOI10.1515/JTSE-2020-0028OpenAlexW2908616577MaRDI QIDQ2046063

Daniel Ollech

Publication date: 17 August 2021

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/183487

zbMATH Keywords

ARIMASTLmultiple seasonalitydaily data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Multiple seasonal STL decomposition with discrete-interval moving seasonalities

Uses Software

• Unnamed Item
• MASS (R)
• forecast
• Forecast

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Forecasting daily time series using periodic unobserved components time series models
• Time series: theory and methods
• The Econometric Analysis of Seasonal Time Series
• Statistical Analysis of Financial Data in S-Plus
• Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
• Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing
• SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
• Time Series Modelling of Daily Tax Revenues
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Weather Forecasting for Weather Derivatives

This page was built for publication: Seasonal adjustment of daily time series