Similar Search Results

Narrow search

Forecasting seasonal time series

Ghysels, Eric; Osborn, Denise R.; Rodrigues, Paulo M. M. - 2006

Persistent link: https://www.econbiz.de/10003338442

Extraction of seasonal variations of unemployment rate in Romania using several methods based on moving average filter

Gagea, Mariana; Ionescu, Alina Măriuca - In: Analele ştiinţifice ale Univerşităţii Alexandru … 55 (2008), pp. 353-362

Persistent link: https://www.econbiz.de/10003807407

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

Timber Seasoning

Bateson, R. G. - 1935

Persistent link: https://www.econbiz.de/10003410340

Periodic unobserved cycles in seasonal time series with an application to US unemployment

Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - 2006

Persistent link: https://www.econbiz.de/10003408447

Forecasting and seasonal adjustment

Bagshaw, Michael L. - 1985

Persistent link: https://www.econbiz.de/10003478171

Testing for periodic integration and cointegration of the stock prices of the G7 countries

Shirvani, Hassan; Wilbratte, Barry; Delcoure, Natalya - In: Investment management and financial innovations 6 (2009) 1, pp. 147-155

Persistent link: https://www.econbiz.de/10003917857

Alternative methods of seasonal adjustment

Pollock, Stephen; Mise, Emi - 2011

Alternative methods for the seasonal adjustment of economic data are described that operate in the time domain and in the frequency domain. The time-domain method, which employs a classical comb filter, mimics the effects of the model-based procedures of the SEATS–TRAMO and STAMP programs. The...

Persistent link: https://www.econbiz.de/10008824100

An ARIMA-model-based approach to seasonal adjustment

Hillmer, S. C.; Tiao, G. C. - 1982

Persistent link: https://www.econbiz.de/10003578154

Estimating current trend and growth rates in seasonal time series

Box, George E. P.; Pierce, David A. - 1981

Persistent link: https://www.econbiz.de/10003499688

A service of the

zbw