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Autoregressive model
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371	Discussion of: Barigozzi-Lippi-Luciani - Dynamic Factor Models, Cointegration, and Error Correction Mechanisms R. Mosconi Politecnico di Milano 4th Carlo Giannini Conference Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 12:58:32 Economics Cointegration Mathematical finance Economic model Autoregressive integrated moving average Unit root Time series analysis Econometrics Statistics
372	Uncertainty and Economic Activity: A Global Perspective Ambrogio Cesa-Bianchi 1 M. Hashem Pesaran Alessandro Rebucci 3 Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 13:15:22 Mathematical sciences Volatility VIX Economic model Autoregressive conditional heteroskedasticity Mathematical finance Statistics Economics
373	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 Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Seasonal adjustment Time series Forecasting Economic data X12 Calendar effect Autoregressive integrated moving average Demetra+ Decomposition of time series Time series analysis Statistics Seasonality
374	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 Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Seasonal adjustment Time series Maximum likelihood Autoregressive integrated moving average Moving-average model Unit root Spectrum Time series analysis Statistics Seasonality
375	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 Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Seasonal adjustment Autoregressive integrated moving average X12 Regression analysis X-12-ARIMA Time series Forecasting Calendar effect Akaike information criterion Statistics Time series analysis Seasonality
376	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 Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English** Mathematical analysis Autoregressive–moving-average model Time series Forecasting Periodic function Autoregressive conditional heteroskedasticity Moving-average model Autoregressive model Time series analysis Statistics Noise
377	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 Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Seasonal adjustment Autoregressive integrated moving average Time series X-12-ARIMA Forecasting X12 TRAMO X Window System Outlier Statistics Time series analysis Seasonality
378	APTS Statistical Modelling: Practical 1 D. C. Woods April 7, 2014 The code below generates a time series of length n, and then fits autoregressive models of order up to order.max (which is set to 19 below). The AIC is pl Add to Reading List Source URL: www2.warwick.ac.uk Language: English - Date: 2014-04-08 02:59:55 Noise AICC Autoregressive model Time series Autoregressive integrated moving average Time series analysis Bayesian information criterion Statistics Model selection Akaike information criterion
379	CONFERENCE ON SEASONALITY, SEASONAL ADJUSTMENT AND THEIR IMPLICATIONS FOR SHORT-TERM ANALYSIS AND FORECASTING[removed]MAY[removed]The influence of changes in model on seasonal adjusted data Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Seasonal adjustment Autoregressive integrated moving average Forecasting Time series Economic model Time series analysis Statistics Seasonality
380	A Structural Time Series Model Facilitating Flexible Seasonality Yoshinori Kawasaki The Institute of Statistical Mathematics, Japan at Conference on Seasonality, Seasonal Adjustment and Their Implications for Short-Term Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Autoregressive integrated moving average Seasonal adjustment Time series Moving-average model Akaike information criterion Forecasting Statistics Time series analysis Seasonality

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