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Automatic ARIMA modeling including interventions, using time series expert software

  • 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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    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
    Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast

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    1. Chatfield, Chris, 1993. "Calculating Interval Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 121-35, April.
    2. 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.
    3. Laurence Broze & Guy Melard, 1990. "Exponential smoothing: estimation by maximum likelihood," ULB Institutional Repository 2013/13716, ULB -- Universite Libre de Bruxelles.
    4. 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.
    5. 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.
    6. Franses, Philip Hans, 1996. "Periodicity and Stochastic Trends in Economic Time Series," OUP Catalogue, Oxford University Press, number 9780198774549, March.
    7. Chatfield, Chris, 1993. "Calculating Interval Forecasts: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 143-44, April.
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