Automatic Modeling Methods for Univariate Series
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- Tom Doan, "undated". "GMAUTOFIT: RATS procedure to perform automated ARIMA model selection (seasonal models)," Statistical Software Components RTS00078, Boston College Department of Economics.
References listed on IDEAS
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More about this item
KeywordsMODELS ; TIME SERIES;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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