Notes on time series analysis, ARIMA models and signal extraction

Title
  1. Notes on time series analysis, ARIMA models and signal extraction / Regina Kaiser and Agustín Maravall.
Published by
  1. Madrid : Banco de España, 2000.
Author
  1. Kaiser, Regina.

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StatusFormatTextAccessRequest in advanceCall numberHB1.A1 D62 no.0012Item locationOff-site

Details

Additional authors
  1. Maravall, Agustín.
  2. Banco de España. Servicio de Estudios.
Description
  1. 79 pages : illustrations; 24 cm.
Series statement
  1. Documento de Estudios (Banco de España. Servicio de Estudios) ; no.0012
Uniform title
  1. Documento de Estudios (Banco de España. Servicio de Estudios) ; no. 12.
Subject
  1. Seasonal variations (Economics) > Measurement > Statistical methods
  2. Information measurement
  3. Filters (Mathematics)
  4. Business cycles > Measurement > Statistical methods
  5. Time-series analysis
Owning institution
  1. Columbia University Libraries
Bibliography (note)
  1. Includes bibliographical references (p.75-79).