Regcmpnt - A Fortran program for regression models with ARIMA component errors

Journal of Statistical Software

Volumn 41, Issue 7, 2011, Pages 1-23

  Bell, William R ^a  

^a U S CENSUS BUREAU   (United States)

Author keywords

Regcomponent model; Time series; Time series software; Unobserved components

Indexed keywords

EID: 79961221390     PISSN: None     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v041.i07     Document Type: Article

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