Research Catalog

An application of TRAMO-SEATS : model selection and out-of-sample performance : the Swiss CPI series

Title
An application of TRAMO-SEATS : model selection and out-of-sample performance : the Swiss CPI series / Agustín Maravall and Fernando J. Sánchez.
Author
Maravall, Agustín.
Publication
Madrid : Banco de España, 2000.

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Details

Additional Authors
  • Sánchez, Fernando J.
  • Banco de España. Servicio de Estudios.
Description
37 pages : illustrations; 24 cm.
Series Statement
Documento de Estudios (Banco de España. Servicio de Estudios) ; no.0014
Uniform Title
Documento de Estudios (Banco de España. Servicio de Estudios) ; no. 14.
Alternative Title
  • Model selection and out-of-sample performance
  • Swiss CPI series
Subject
  • Time-series analysis
  • Information measurement
  • Filters (Mathematics)
  • Seasonal variations (Economics) > Switzerland > Statistical methods
  • Consumer price indexes > Switzerland > Statistical methods
Bibliography (note)
  • Includes bibliographical references (p.36-37).
OCLC
  • ocm45352473
  • SCSB-3971928
Owning Institutions
Columbia University Libraries