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I am learning about time series decomposition using the X-11 method in R. I am following the book “Forecasting: Principles and Practice (3rd ed)” by Rob J Hyndman and George Athanasopoulos, which uses…
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We have seasonal effects in SARIMAX, but not in the original ARMA, #247
other alternatives
- use deterministic seasonality through exog.
- other tsa models like exponential smoothing versions, .... …
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I don't think there are any packages in Julia that implement nice versions of the standard filters used in econ, like the HP filter. See, e.g., time series filters here:
http://statsmodels.sourcefo…
jstac updated
3 years ago
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#### Is your feature request related to a problem? Please describe
I want to use "X-13ARIMA-SEATS Seasonal Adjustment Program" via Python. I know statsmodels.tsa.x13.x13_arima_analysis is the Python …
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**Describe the bug**
When using `hour_of_week` seasonality the training set goes back to 2016 in violation of the `days_back` and/or `training_period` configurations.
**To Reproduce**
Steps to…
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I am working with Core APi for Java, I have managed to create a national calendar using the NationalCalendar class, but I have the following question: how is this class associated with the specifica…
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The current adjustment is defined by the use of the forecasted seasonal and calendar factors. It should be used only with some additional tools that allow the control of the results. That approach wil…
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Currently our LDV immediate test does not use `adjustment_values` in the following function in `immediate.py`:
``` python
def adjust_bev(hourly_profile, adjustment_values): # noqa: N802
"""A…
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``` r
install.packages("astsa")
#> Installing package into 'C:/Users/shwet/AppData/Local/R/win-library/4.3'
#> (as 'lib' is unspecified)
#> package 'astsa' successfully unpacked and MD5 sums check…
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Because of my job I have to translate de seasonal adjustment of series from TSW+ (Tramo/Seats software from Bank of Spain) to JDemetra+.
Whenever I try to replicate the same parameters that are in T…