Reg_arima model identification: empirical evidence

DOI10.5705/SS.2014.189TzbMath1356.62152OpenAlexW4234134486MaRDI QIDQ2828604

Domingo Pérez Cañete, Roberto López Pavón, Agustin Maravall

Publication date: 26 October 2016

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2014.189t

zbMATH Keywords

outliersseasonalitytime series analysisregression-ARIMA modelsautomatic model identificationprograms TRAMO and SEATS

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Modern Strategies for Time Series Regression

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