robustarima (Q7386865)
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Robust ARIMA Modeling
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | robustarima |
Robust ARIMA Modeling |
Statements
Functions for fitting a linear regression model with ARIMA errors using a filtered tau-estimate. The methodology is described in Maronna et al (2017, ISBN:9781119214687).
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23 September 2024
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TIBCO Software Inc.
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