An application of TRAMO-SEATS; model selection and out-of-sample performance. The Swiss CPI series

DOI10.1007/978-3-642-57678-2_11zbMath1455.62178OpenAlexW1539748733MaRDI QIDQ3297929

F. J. Sánchez, Agustin Maravall

Publication date: 21 July 2020

Published in: COMPSTAT (Search for Journal in Brave)

Full work available at URL: http://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/00/Fic/dt0014e.pdf

zbMATH Keywords

outlierstime seriesARIMA modelsseasonal adjustmenttrend estimationreferences

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• TRAMO

Cites Work

• Seasonal Adjustment by Signal Extraction
• An ARIMA-Model-Based Approach to Seasonal Adjustment
• Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter
• Unnamed Item

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