TRAMO
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Cited in
(34)- Seasonality in COVID-19 times
- New algorithms for dating the business cycle
- A note on the Vogelsang test for additive outliers
- Multiple seasonal STL decomposition with discrete-interval moving seasonalities
- Robust Transformations in Univariate and Multivariate Time Series
- Time series clustering based on forecast densities
- Linear time series with MATLAB and OCTAVE
- Controlling Revisions in Arima‐Model‐Based Seasonal Adjustment
- A time series bootstrap procedure for interpolation intervals
- Testing for Equal Predictability of Stationary ARMA Processes
- Linear dynamic harmonic regression
- Automatic SARIMA modeling and forecast accuracy
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach
- EViews
- gretl
- An application of TRAMO-SEATS; model selection and out-of-sample performance. The Swiss CPI series
- STAMP
- AUTOBOX
- AS 197
- SSMMATLAB
- Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration
- GTK+
- JDemetra+
- fma
- Studying co-movements in large multivariate data prior to multivariate modelling
- Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models
- A single-index model procedure for interpolation intervals in time series
- Non-linear time series clustering based on non-parametric forecast densities
- Removing seasonality under a changing regime: filtering new car sales
- The choice of time interval in seasonal adjustment: a heuristic approach
- 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
- Time series clustering based on nonparametric multidimensional forecast densities
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