Reg-ARIMA model identification: empirical evidence

DOI10.5705/SS.2014.189TMaRDI QIDQ2828604zbMATHOpenAlexFDO

Authors Agustín Maravall, Roberto López Pavón, Domingo Pérez Cañete

Publication date 26 October 2016

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.2014.189t

zbMATH Keywords

outliersseasonalitytime series analysisregression-ARIMA modelsautomatic model identificationprograms TRAMO and SEATS

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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