Autori: Maravall, Augustin, Gomez, Victor
Titolo: 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.
Periodico: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers
Anno: 1995 - Fascicolo: 46 - Pagina iniziale: 1 - Pagina finale: 19

no abstract


Testo completo: http://hdl.handle.net/1814/571

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