TRAMO
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Related Items (25)
Removing seasonality under a changing regime: filtering new car sales ⋮ Seasonality in COVID-19 times ⋮ Studying co-movements in large multivariate data prior to multivariate modelling ⋮ The choice of time interval in seasonal adjustment: a heuristic approach ⋮ Multiple seasonal STL decomposition with discrete-interval moving seasonalities ⋮ Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration ⋮ Automatic SARIMA modeling and forecast accuracy ⋮ Time series clustering based on nonparametric multidimensional forecast densities ⋮ Testing for Equal Predictability of Stationary ARMA Processes ⋮ Non-linear time series clustering based on non-parametric forecast densities ⋮ An application of TRAMO-SEATS; model selection and out-of-sample performance. The Swiss CPI series ⋮ A note on the Vogelsang test for additive outliers ⋮ New algorithms for dating the business cycle ⋮ An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment ⋮ Econometric methods of signal extraction ⋮ A single-index model procedure for interpolation intervals in time series ⋮ Controlling Revisions in Arima‐Model‐Based Seasonal Adjustment ⋮ Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models ⋮ Robust Transformations in Univariate and Multivariate Time Series ⋮ Time series clustering based on forecast densities ⋮ Linear Time Series with MATLAB and OCTAVE ⋮ Linear dynamic harmonic regression ⋮ A time series bootstrap procedure for interpolation intervals ⋮ Missing observations in ARIMA models: Skipping approach versus additive outlier approach ⋮ Measurement errors and outliers in seasonal unit root testing
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