Displaying similar documents to “Smoothing the Catalan tourism micro-data time series.”

On the properties typical of economic time series.

Arthur B. Treadway (1984)

Qüestiió

Similarity:

This paper summarizes the results of econometric time-series analysis performed by the author and colleagues over the last seven years, using the Box-Jenkins approach in interaction with Economic Theory. Typical univariate properties, typical data anomalies and typical relationships are described. Common practice in Econometrics is criticized and certain aspects of Economic Theory are discussed.

Reasoning with External Data

Vladan Devedžić, Dušan Velašević, Zoran Božović (1993)

The Yugoslav Journal of Operations Research

Similarity:

Signals and revisions in economic time series: a case study.

Agustín Maravall, David A. Pierce (1984)

Qüestiió

Similarity:

The paper estimates how much short-run monetary control may be affected by data noise and revisions, such as the ones implied by seasonal adjustment. The effects of the different types of data error are illustrated, and results on their empirical relevance and analytical properties are presented. The paper can be seen as an exercise that combines some elements of econometric, time series and economic analysis to answer a real world problem.

Problems in scientific time series analysis.

Granville Tunnicliffe Wilson (1984)

Qüestiió

Similarity:

The paper reviews the statistical methods of time series analysis used in a selection of papers from respected scientific journals. In particular, problems are considered in the search for cycles, the use of regression to establish causal links between variables, transfer function modelling and the use of filtering to extract componentes of time series. An attempt is made to assess how useful the ideas of ARMA and Transfer Function modelling might be in improving the efficiency...

Concepts of relative importance.

William Kruskal (1984)

Qüestiió

Similarity:

How might one interpret the relative importance of independent variables, causes or determiners when a dependent variable depends on those determiners together with chance? Such questions arise throughout science, technology, and national life. The paper attemps to clarify and critically describe a number of approaches to the problem of understanding relative importance.