Autoregressive–moving-average model

Results: 162



#Item
101Model selection / Noise / Moving-average model / Akaike information criterion / Autoregressive model / Autocorrelation / Correlogram / Time series / Bayesian information criterion / Statistics / Regression analysis / Time series analysis

JWST451-Derryberry May 13, [removed]:38

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Source URL: media.wiley.com

Language: English - Date: 2014-05-28 07:13:20
102Gross domestic product / Dummy variable / Autoregressive integrated moving average / Economic model / Meteorology / Weather / Statistics / Econometrics / Regression analysis

Discussion Paper How unusual weather influences GDP The views expressed in this paper are those of the author(s) and do not necessarily

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Source URL: www.cbs.nl

Language: English - Date: 2014-08-16 05:35:04
103Autoregressive conditional heteroskedasticity / Inflation / Autoregressive–moving-average model / Economic model / Time series / Unit root / Heteroscedasticity / Coefficient of determination / Normal distribution / Statistics / Time series analysis / Econometrics

Inflācijas gaidas Latvijā: patērētāju apsekojuma rezultāti

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Source URL: www.macroeconomics.lv

Language: English - Date: 2010-12-07 09:53:53
104Noise / Regression analysis / Statistical models / Autocorrelation / Autoregressive model / Moving-average model / Akaike information criterion / Time series / Correlogram / Statistics / Time series analysis / Covariance and correlation

JWST451-Derryberry May 23, [removed]:39

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Source URL: media.wiley.com

Language: English - Date: 2014-05-28 07:13:20
105Economics / Cointegration / Mathematical finance / Economic model / Autoregressive integrated moving average / Unit root / Time series analysis / Econometrics / Statistics

Discussion of: Barigozzi-Lippi-Luciani - Dynamic Factor Models, Cointegration, and Error Correction Mechanisms R. Mosconi Politecnico di Milano 4th Carlo Giannini Conference

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Source URL: www.bancaditalia.it

Language: English - Date: 2014-04-10 12:58:32
106Seasonal adjustment / Time series / Forecasting / Economic data / X12 / Calendar effect / Autoregressive integrated moving average / Demetra+ / Decomposition of time series / Time series analysis / Statistics / Seasonality

CONFERENCE ON SEASONALITY, SEASONAL ADJUSTMENT AND THEIR IMPLICATIONS FOR SHORT-TERM ANALYSIS AND FORECASTING[removed]MAY[removed]A new time series model for the seasonal adjustment of economic data

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Source URL: epp.eurostat.ec.europa.eu

Language: English
107Seasonal adjustment / Time series / Maximum likelihood / Autoregressive integrated moving average / Moving-average model / Unit root / Spectrum / Time series analysis / Statistics / Seasonality

A STRUCTURAL TIME SERIES MODEL FACILITATING FLEXIBLE SEASONALITY Yoshinori Kawasaki ∗ The Institute of Statistical Mathematics, Research Organization of Information and Systems, 4–6–7 Minami Azabu, Minato-ku, Tokyo

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Source URL: epp.eurostat.ec.europa.eu

Language: English
108Seasonal adjustment / Autoregressive integrated moving average / X12 / Regression analysis / X-12-ARIMA / Time series / Forecasting / Calendar effect / Akaike information criterion / Statistics / Time series analysis / Seasonality

A new time series model for seasonally adjusting economic data with trend-cycle movement and irregular, sharply pronounced seasonal fluctuations Paper presented at the Eurostat Conference on ‘Seasonality, Seasonal Adju

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Source URL: epp.eurostat.ec.europa.eu

Language: English
109Mathematical analysis / Autoregressive–moving-average model / Time series / Forecasting / Periodic function / Autoregressive conditional heteroskedasticity / Moving-average model / Autoregressive model / Time series analysis / Statistics / Noise

Forecasting daily time series using periodic unobserved component time series models Siem Jan Koopman and Marius Ooms May 2006, Eurostat, Luxemburg Free University and Tinbergen Institute, Amsterdam ** www.ssfpack.com

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Source URL: epp.eurostat.ec.europa.eu

Language: English
110Seasonal adjustment / Autoregressive integrated moving average / Time series / X-12-ARIMA / Forecasting / X12 / TRAMO / X Window System / Outlier / Statistics / Time series analysis / Seasonality

CONFERENCE ON SEASONALITY, SEASONAL ADJUSTMENT AND THEIR IMPLICATIONS FOR SHORT-TERM ANALYSIS AND FORECASTING[removed]MAY[removed]Evaluation of X-11 and Model-based Seasonal Adjustment Methods

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Source URL: epp.eurostat.ec.europa.eu

Language: English
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