Articoli pubblicati da:
Gomez, VictorRisultato della ricerca: (7 titoli )
| Estimation, prediction and interpolation for nonstationary series with the Kalman filter |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
| his document contains an update of the User Instructions for the programs T ram o (“Time Series Regression with ARIMA Noise, Missing Observations, and Outliers”) and Seats ('Signal Extraction in ARIMA Time Series'). Some of the new features are the following: Both programs can now be run in an entirely automatic manner, with a fast or a detailed identification procedure; the maximum number of observations has been increased to 600; the restrictions in the orders of the polynomials previously required by Seats have been removed; and a new “business cycle” component has been added. |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1995
| Initializing the Kalman filter with incompletely specified initial conditions |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1993
| Program seats 'signal extraction in Arima time series': instructions for the user |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1994
| Program TRAMO 'time series regression with Arima noise, missing observations, and outliers'. Instructions for the user |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1994
| Signal extraction in Arima time series program seats |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
| Time series regression with Arima noise and missing observations program TRAM |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
