Author: Víctor GómezPublisher:
ISBN:
Category : Box-Jenkins forecasting
Languages : en
Pages : 176
Book Description
Time Series Regression with ARIMA Noise and Missing Observations Program TRAM
Author: Víctor GómezPublisher:
ISBN:
Category : Box-Jenkins forecasting
Languages : en
Pages : 176
Book Description
Times Series Regression with Arima Noise and Missing Observations Program Tram
Author: Víctor GómezTime series regression with ARIMA noise and missing observations
Author: Víctor GómezProgram TRAMO "Time Series Regression with ARIMA Noise, Missing Observations, and Outliers" Instructions for the User
Author: Víctor GómezPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 48
Book Description
Program TRAMO "Time Series Regression with ARIMA Noise, Missing Observations, and Outliers"
Author: Víctor GómezPublisher:
ISBN:
Category : Box-Jenkins forecasting
Languages : en
Pages : 31
Book Description
Time series regression with ADRIMA noise and missing observations
Author: Víctor GómezProgram TRAMO Time Series Regression with ARIMA Noise, Missing Obseervations, and Outliers Instructions for the User
Author: Víctor GómezSeasonal Adjustment Methods and Real Time Trend-Cycle Estimation
Author: Estela Bee DagumPublisher: Springer
ISBN: 3319318225
Category : Business & Economics
Languages : en
Pages : 293
Book Description
This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies. Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature. Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportation, and consumers in general to decide on appropriate action. This book appeals to practitioners in government institutions, finance and business, macroeconomists, and other professionals who use economic data as well as academic researchers in time series analysis, seasonal adjustment methods, filtering and signal extraction. It is also useful for graduate and final-year undergraduate courses in econometrics and time series with a good understanding of linear regression and matrix algebra, as well as ARIMA modelling.
Missing Observations and Additive Outliers in Time Series Models
Author: Agustín MaravallPublisher:
ISBN:
Category : Outliers (Statistics)
Languages : en
Pages : 64
Book Description
COMPSTAT
Author: Albert PratPublisher: Springer Science & Business Media
ISBN: 3642469922
Category : Computers
Languages : en
Pages : 509
Book Description
COMPSTAT symposia have been held regularly since 1974 when they started in Vienna. This tradition has made COMPSTAT a major forum for the interplay of statistics and computer sciences with contributions from many well known scientists all over the world. The scientific programme of COMPSTAT '96 covers all aspects of this interplay, from user-experiences and evaluation of software through the development and implementation of new statistical ideas. All papers presented belong to one of the three following categories: - Statistical methods (preferable new ones) that require a substantial use of computing; - Computer environments, tools and software useful in statistics; - Applications of computational statistics in areas of substantial interest (environment, health, industry, biometrics, etc.).