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Official website: https://www.bde.es/f/webbde/SES/servicio/Programas_estadisticos_y_econometricos/Programas/ficheros/manualdos.pdf

Cited In (34)

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
EViews
gretl
Multiple seasonal STL decomposition with discrete-interval moving seasonalities
STAMP
AUTOBOX
AS 197
SSMMATLAB
GTK+
JDemetra+
fma
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
Linear time series with MATLAB and OCTAVE
Controlling Revisions in Arima‐Model‐Based Seasonal Adjustment
Automatic SARIMA modeling and forecast accuracy

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