An application of TRAMO-SEATS
Subtitle: model selection and out-of-sample performance : the Swiss CPI series
By: Agustín Maravall and Fernando J. Sánchez
Contributors: Sánchez, Fernando J.; Banco de España. Servicio de Estudios
Series: Documento de Estudios (Banco de España. Servicio de Estudios) -- no.0014; Documento de Estudios (Banco de España. Servicio de Estudios) -- no. 14
Publisher: Banco de España
Published: 2000
Place of publication: Madrid
Language: eng
Number of pages: 37
Subjects: Time-series analysis; Information measurement; Filters (Mathematics); Seasonal variations (Economics); Statistical methods; Consumer price indexes
Other titles: Model selection and out-of-sample performance; Swiss CPI series
Notes: Includes bibliographical references (p.36-37).