Automatic ARIMA modeling including interventions, using time series expert software

Guy Melard and Jean-Michel Pasteels

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Keywords: ARIMA models; Expert system; Intervention analysis; M3-competition; Outliers (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (29)

Published in: International Journal of Forecasting (2000) v.16,p.497-508

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