Narrow search
Showing 1 - 10 of 5,786
Cover Image
Optimal real-time filters for linear prediction problems
Wildi, Marc; McElroy, Tucker - In: Journal of time series econometrics 8 (2016) 2, pp. 155-192
Persistent link: https://www.econbiz.de/10011582769
Cover Image
A systems approach to recursive economic forecasting and seasonal adjustment
Young, Peter C.; Ng, Cho; Armitage, Peter - 1989
Persistent link: https://www.econbiz.de/10000760463
Cover Image
Business surveys modelling with seasonal-cyclical long memory models
Ferrara, Laurent (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003797014
Cover Image
Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Cover Image
Forecasting and seasonal adjustment
Bagshaw, Michael L. - 1985
Persistent link: https://www.econbiz.de/10003478171
Cover Image
Kurzfristige Prognose von Tageszeitreihen mit Kalendereffekten
Scholze, Stephan - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008860479
Cover Image
Forecasting an accumulated series based on partial accumulation II: a new Bayesian method for short series with stable seasonal patterns
Mendoza, Manuel; Alba, Enrique de - In: International journal of forecasting 22 (2006) 4, pp. 781-798
Persistent link: https://www.econbiz.de/10003385886
Cover Image
Modelling the daily currency in circulation in Turkey
Güler, Halil; Talaslı, İ. Anıl - In: Central Bank review / The Central Bank of the Republic … 10 (2010) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10003987264
Cover Image
Can we use seasonally adjusted variables in dynamic factor models?
Camacho, Maximo; Lovcha, Yuliya; Pérez-Quirós, Gabriel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 377-391
Persistent link: https://www.econbiz.de/10011339427
Cover Image
Forecasting daily time series using periodic unobserved components time series models
Koopman, Siem Jan; Ooms, Marius - 2004
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend and seasonal. Periodic time series models allow dynamic characteristics to depend on the period of the year, month, week or day. In the...
Persistent link: https://www.econbiz.de/10011342560