Moving-average model

Results: 171



#Item
111Seasonal 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

Add to Reading List

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

Language: English
112Seasonal 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

Add to Reading List

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

Language: English
113Seasonal 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

Add to Reading List

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

Language: English
114Mathematical 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

Add to Reading List

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

Language: English
115Seasonal 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

Add to Reading List

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

Language: English
116Noise / AICC / Autoregressive model / Time series / Autoregressive integrated moving average / Time series analysis / Bayesian information criterion / Statistics / Model selection / Akaike information criterion

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
117Seasonal adjustment / Autoregressive integrated moving average / Forecasting / Time series / Economic model / Time series analysis / Statistics / Seasonality

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
118Autoregressive integrated moving average / Seasonal adjustment / Time series / Moving-average model / Akaike information criterion / Forecasting / Statistics / Time series analysis / Seasonality

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
119Statistical forecasting / Econometrics / Autoregressive integrated moving average / Forecasting / Box–Jenkins / Economic forecasting / Akaike information criterion / Economic model / Exponential smoothing / Statistics / Time series analysis / Data analysis

102 Future Prospects of Small Scale Industrial Sector Of Punjab: An Empirical Assessment Future Prospects of Small Scale Industrial Sector Of Punjab:

Add to Reading List

Source URL: plagiarism.repec.org

Language: English - Date: 2011-06-24 10:46:36
120Strategic management / Forecasting / Autoregressive integrated moving average / Time series / Management / Statistics / Time series analysis / Benchmarking

MODEL BASED APPROACHES TO BENCHMARKING AND FORECASTING ECONOMIC TIME SERIES: CURRENT STATUS AND FUTURE TRENDS Abdelwahed Trabelsi (ISG-T, Tunisia)

Add to Reading List

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

Language: English
UPDATE