TRAMO (" Time Series Regression with ARlMA Noise, Missing Observations, and Outliers")
is a program written in Fortran for mainframes and pes under MS-Dos. The program …

The chapter addresses the situation in which an economic variable, for which a time series
of observations is available, can be seen as the combination of several components. Having …

We model the electricity consumption in the market segment that compose the Qatari
electricity market. We link electricity consumption to GDP growth and Population Growth …

Virtually all previous narrow money demand studies for the United Kingdom have used
seasonally adjusted data for money, prices, and expenditure. This paper develops a …

This book develops the analysis of Time Series from its formal beginnings in the 1890s
through to the publication of Box and Jenkins' watershed publication in 1970, showing how …

The new DFA briefly presented in section 1.4 is analyzed formally in this chapter. It is shown
that the obtained signal estimates are consistent and efficient for a large class of input …

Seasonality has been a major research area in economics for several decades. The paper
assesses the recent development in the literature on the treatment of seasonality in …

The recent analysis focused on gold and energy as hedge fund and channel for the cyclicity
of the economic system. Within the occurrence of the prominent crisis, the financial cycle …

This paper describes a methodology for trend estimation which relies upon the finite-sample
implementation of the classical Wiener–Kolmogorov theory of signal extraction in which …

With advances in optical sensor technology, heterogeneous camera systems are
increasingly used for high-resolution (HR) video acquisition and analysis. However, motion …