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Automatic ARIMA modeling including interventions, using time series expert software

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  • Guy Melard
  • Jean-Michel Pasteels

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  • Guy Melard & Jean-Michel Pasteels, 2000. "Automatic ARIMA modeling including interventions, using time series expert software," ULB Institutional Repository 2013/13744, ULB -- Universite Libre de Bruxelles.
    • Handle: RePEc:ulb:ulbeco:2013/13744
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    References listed on IDEAS

    as
    1. Makridakis, Spyros & Hibon, Michele & Lusk, Ed & Belhadjali, Moncef, 1987. "Confidence intervals: An empirical investigation of the series in the M-competition," International Journal of Forecasting, Elsevier, vol. 3(3-4), pages 489-508.
    2. 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 441-451, October.
    3. Tashman, Leonard J., 2000. "Out-of-sample tests of forecasting accuracy: an analysis and review," International Journal of Forecasting, Elsevier, vol. 16(4), pages 437-450.
    4. Chatfield, Chris, 1993. "Calculating Interval Forecasts: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 143-144, April.
    5. Chatfield, Chris, 1993. "Calculating Interval Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 121-135, April.
    6. 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.
    7. Laurence Broze & Guy Melard, 1990. "Exponential smoothing: estimation by maximum likelihood," ULB Institutional Repository 2013/13716, ULB -- Universite Libre de Bruxelles.
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