Documenti analoghi: Programs TRAMO and SEATS
- 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
- Modelovanie nestacionárnych procesov
- Nonparametric econometrics theory and practice
- Estimating cyclical component in CPI of Slovakia and Poland
- Econometrics by example
Autore: Gómez, Víctor
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