Automatic ARIMA modeling including interventions, using time series expert software
| Year of publication: |
2000
|
|---|---|
| Authors: | Melard, Guy ; Pasteels, Jean-Michel |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Subject: | ARIMA models | Expert system | Intervention analysis | M3-competition | Outliers |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: International Journal of Forecasting (2000) v.16,p.497-508 |
| Source: |
Persistent link: https://www.econbiz.de/10008590240