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Automatic ARIMA modeling including interventions, using time series expert software

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  • Melard, G.
  • Pasteels, J. -M.
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    File URL: http://www.sciencedirect.com/science/article/B6V92-41J6944-6/2/b275b30a2acf9e4fa8818e371b7f3c90
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    Bibliographic Info

    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 16 (2000)
    Issue (Month): 4 ()
    Pages: 497-508

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    Handle: RePEc:eee:intfor:v:16:y:2000:i:4:p:497-508

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    Web page: http://www.elsevier.com/locate/ijforecast

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    1. Franses, Philip Hans, 1996. "Periodicity and Stochastic Trends in Economic Time Series," OUP Catalogue, Oxford University Press, number 9780198774549, September.
    2. Laurence Broze & Guy Melard, 1990. "Exponential smoothing: estimation by maximum likelihood," ULB Institutional Repository 2013/13716, ULB -- Universite Libre de Bruxelles.
    3. Chatfield, Chris, 1993. "Calculating Interval Forecasts: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 143-44, April.
    4. Annie Laforest & Guy Melard & Jean-Michel Pasteels, 1990. "Vers un système expert de prévision et de statistique économique," ULB Institutional Repository 2013/13714, ULB -- Universite Libre de Bruxelles.
    5. Tashman, Leonard J. & Leach, Michael L., 1991. "Automatic forecasting software: A survey and evaluation," International Journal of Forecasting, Elsevier, vol. 7(2), pages 209-230, August.
    6. Rossana, Robert J & Seater, John J, 1995. "Temporal Aggregation and Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(4), pages 441-51, October.
    7. Chatfield, Chris, 1993. "Calculating Interval Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 121-35, April.
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    Cited by:
    1. Medel, Carlos A., 2012. "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper 35949, University Library of Munich, Germany.
    2. Carlos Medel, 2012. "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile 658, Central Bank of Chile.
    3. George Athanasopoulos & D.S. Poskitt & Farshid Vahid, 2007. "Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form," Monash Econometrics and Business Statistics Working Papers 10/07, Monash University, Department of Econometrics and Business Statistics, revised May 2009.
    4. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    5. Rob J. Hyndman & Yeasmin Khandakar, 2007. "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers 6/07, Monash University, Department of Econometrics and Business Statistics.

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