Non-Gaussian Seasonal Adjustment: X-12-ARIMA Versus Robust Structural Models.
- Published in:
- Journal of Forecasting, 1996, v. 15, n. 4, p. 305, doi. 10.1002/(SICI)1099-131X(199607)15:4<305::AID-FOR626>3.0.CO;2-R
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 1996 AND VI 15 AND IP 4
Results: 5
1
2
An Evaluation of Forecasting Using Leading Indicators.
- Published in:
- Journal of Forecasting, 1996, v. 15, n. 4, p. 271, doi. 10.1002/(SICI)1099-131X(199607)15:4<271::AID-FOR623>3.0.CO;2-7
- By:
- Publication type:
- Article
3
Asymoptic Normal and Bootstrap Inference in Structural VAR Analysis.
- Published in:
- Journal of Forecasting, 1996, v. 15, n. 4, p. 329, doi. 10.1002/(SICI)1099-131X(199607)15:4<329::AID-FOR610>3.0.CO;2-W
- By:
- Publication type:
- Article
4
Consistent Forecast Intervals when the Forecast-period Exogenous Variables are Stochastic.
- Published in:
- Journal of Forecasting, 1996, v. 15, n. 4, p. 293, doi. 10.1002/(SICI)1099-131X(199607)15:4<293::AID-FOR611>3.0.CO;2-6
- By:
- Publication type:
- Article
5
A Bootstrap Simulation Study in ARMA(p, q) Structures.
- Published in:
- Journal of Forecasting, 1996, v. 15, n. 4, p. 333, doi. 10.1002/(SICI)1099-131X(199607)15:4<343::AID-FOR613>3.0.CO;2-2
- By:
- Publication type:
- Article