Missing observations in ARIMA models
Subtitle: skipping strategy versus additive outlier approach
By: Víctor Gómez, Agustín Maravall and Daniel Peña
Series: Documento de trabajo / Banco de España, Servicio de Estudios -- no. 9701; Documento de trabajo (Banco de España. Servicio de Estudios) -- no. 9701
Publisher: Banco de Españã, Servicio de Estudios
Published: 1997
Place of publication: Madrid
Language: eng
Number of pages: 44
ISBN-13: 9788477935261
Subjects: Box-Jenkins forecasting; Time-series analysis; Analyse statistique; Modèles économétriques; Méthodes statistiques; Séries temporelles
Notes: Includes bibliographical references (pages 43-44).