-
2
-
-
0003410292
-
-
Englewood Cliffs, NJ: Prentice-Hall
-
Box G.E.P., Jenkins G.M., Reinsel G.C. Time series analysis, forecasting and control. 3rd ed. 1994;Prentice-Hall, Englewood Cliffs, NJ.
-
(1994)
Time Series Analysis, Forecasting and Control 3rd Ed.
-
-
Box, G.E.P.1
Jenkins, G.M.2
Reinsel, G.C.3
-
4
-
-
84953063700
-
Are seasonal patterns constant over time? A test for seasonal stability
-
Canova F., Hansen B.E. Are seasonal patterns constant over time? A test for seasonal stability. Journal of Business and Economic Statistics. 13:1995;237-252.
-
(1995)
Journal of Business and Economic Statistics
, vol.13
, pp. 237-252
-
-
Canova, F.1
Hansen, B.E.2
-
7
-
-
0043270178
-
Measuring and comparing smoothness in time series: The production smoothing hypothesis
-
Froeb L., Koyak R. Measuring and comparing smoothness in time series: the production smoothing hypothesis. Journal of Econometrics. 64:1994;97-122.
-
(1994)
Journal of Econometrics
, vol.64
, pp. 97-122
-
-
Froeb, L.1
Koyak, R.2
-
11
-
-
84952213852
-
Forecasting economic time series with structural and Box-Jenkins models: A case study
-
Harvey A.C., Todd P.H.J. Forecasting economic time series with structural and Box-Jenkins models: a case study. Journal of Business and Economic Statistics. 1:1983;229-307.
-
(1983)
Journal of Business and Economic Statistics
, vol.1
, pp. 229-307
-
-
Harvey, A.C.1
Todd, P.H.J.2
-
13
-
-
0031319753
-
Exact initial Kalman filtering and smoothing for non-stationary time series models
-
Koopman S.J. Exact initial Kalman filtering and smoothing for non-stationary time series models. Journal of the American Statistical Association. 92:1997;1630-1638.
-
(1997)
Journal of the American Statistical Association
, vol.92
, pp. 1630-1638
-
-
Koopman, S.J.1
-
14
-
-
0003551346
-
-
London: Chapman and Hall
-
Koopman S.J., Harvey A.C., Doornik J.A., Shephard N. STAMP 5.0 structural time series analyser, modeller and predictor. 1995;Chapman and Hall, London.
-
(1995)
STAMP 5.0 Structural Time Series Analyser, Modeller and Predictor
-
-
Koopman, S.J.1
Harvey, A.C.2
Doornik, J.A.3
Shephard, N.4
-
15
-
-
0001729490
-
Statistical algorithms for models in state space using SsfPack 2.2
-
Koopman S.J., Shepard N., Doornik J.A. Statistical algorithms for models in state space using SsfPack 2.2. Econometrics Journal. 2:1999;107-160.
-
(1999)
Econometrics Journal
, vol.2
, pp. 107-160
-
-
Koopman, S.J.1
Shepard, N.2
Doornik, J.A.3
-
17
-
-
0043270177
-
Predictors projecting linear trend plus seasonal dummies
-
Newbold P. Predictors projecting linear trend plus seasonal dummies. The Statistician. 37:1988;111-127.
-
(1988)
The Statistician
, vol.37
, pp. 111-127
-
-
Newbold, P.1
-
18
-
-
0031705067
-
Seasonal heteroscedasticity and trends
-
Proietti T. Seasonal heteroscedasticity and trends. Journal of Forecasting. 17:1998;1-17.
-
(1998)
Journal of Forecasting
, vol.17
, pp. 1-17
-
-
Proietti, T.1
-
19
-
-
84925978190
-
A general class of Holt-Winters type forecasting models
-
Roberts S.A. A general class of Holt-Winters type forecasting models. Management Science. 28:1982;808-820.
-
(1982)
Management Science
, vol.28
, pp. 808-820
-
-
Roberts, S.A.1
|