TRAMO
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Software:35933
swMATH24172MaRDI QIDQ35933FDOQ35933
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Cited In (25)
- New algorithms for dating the business cycle
- Measurement errors and outliers in seasonal unit root testing
- An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
- Econometric methods of signal extraction
- A time series bootstrap procedure for interpolation intervals
- A single-index model procedure for interpolation intervals in time series
- The choice of time interval in seasonal adjustment: a heuristic approach
- Seasonality in COVID-19 times
- An application of TRAMO-SEATS; model selection and out-of-sample performance. The Swiss CPI series
- Robust Transformations in Univariate and Multivariate Time Series
- Linear dynamic harmonic regression
- Testing for Equal Predictability of Stationary ARMA Processes
- Studying co-movements in large multivariate data prior to multivariate modelling
- Removing seasonality under a changing regime: filtering new car sales
- A note on the Vogelsang test for additive outliers
- Time series clustering based on forecast densities
- Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration
- Multiple seasonal STL decomposition with discrete-interval moving seasonalities
- Linear Time Series with MATLAB and OCTAVE
- Time series clustering based on nonparametric multidimensional forecast densities
- Non-linear time series clustering based on non-parametric forecast densities
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach
- Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models
- Controlling Revisions in Arima‐Model‐Based Seasonal Adjustment
- Automatic SARIMA modeling and forecast accuracy
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