Documenti analoghi: Missing observations and additive outliers in time series models
- Program TRAMO "Time series regression with ARIMA noise, missing observations, and outliers" instructions for the user
- Program SEATS "Signal extraction in ARIMA time series" instructions for the user
- Temporal disaggregation, missing observations, outliers, and forecasting <a> unifying non-model based procedure
- Time series analysis forecasting and control
- Time series characteristics and the widths of judgemental confidence intervals.
- Time Series Analysis and Its Applications With R Examples
Autore: Maravall, Agustín
- Programs TRAMO and SEATS update: december 1995
- Program SEATS "Signal extraction in ARIMA time series" instructions for the user
- Program TRAMO "Time series regression with ARIMA noise, missing observations, and outliers" instructions for the user
- Estimation error and the specification of unobserved component models
- Missing observations and additive outliers in time series models