Data sets of total and direct solar irradiation at Valencia (Spain) measured during the years 1990–1991 have been used to analyze diverse methods of estimating the daily values and monthly average daily values of the diffuse fraction of solar radiation from the ratio of the total to the...

The paper deals with seasonal adjustment and trend estimation as a signal extraction problem in a regression-ARIMA model-based framework. This framework includes the capacity to preadjust the series by removing outliers and deterministic effects in general. For the preadjusted series the model...

The present document details, step by step, an efficient and simple way to construct the file input for the programs TRAMO ("Time Series Regression with ARIMA Noise Missing Observations, and Outliers") and SEATS ("Signal Extraction in ARIMA Time Series") for all possible cases and applications....

In this article, a unified approach to automatic modeling for univariate series is presented. First, ARIMA models and the classical methods for fitting these models to a given time series are reviewed. Second, some objective methods for model identification are considered and some algorithmical...

This article provides new insights into the cyclical behavior of consumer and producer real wages in the USA and Germany. We apply two methods for the estimation of the cyclical components from the data: the approach based on the structural time series models and the ARIMA-model-based approach...

Spectral analysis is one of the most important areas of time series econometrics. The use of spectral measures is widespread in different science fields such as economics, physics, engineering, geology. The SPECTRAN toolbox has been developed to facilitate the application of spectral concepts to...