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User's manual of Time Series Expert: TSE version 2.3

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  • Guy Melard
  • Jean-Michel Pasteels

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  • Guy Melard & Jean-Michel Pasteels, 1998. "User's manual of Time Series Expert: TSE version 2.3," ULB Institutional Repository 2013/14082, ULB -- Universite Libre de Bruxelles.
    • Handle: RePEc:ulb:ulbeco:2013/14082
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    File URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/14082/3/TSE23E.PDF
    File Function: Full text for the whole work (recreated, still to be improved)
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    References listed on IDEAS

    as
    1. Franses, Philip Hans, 1991. "Seasonality, non-stationarity and the forecasting of monthly time series," International Journal of Forecasting, Elsevier, vol. 7(2), pages 199-208, August.
    2. Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990. "Seasonal integration and cointegration," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
    3. Rajae Azrak & Guy Melard, 1993. "Exact maximum likelihood estimation for extended ARIMA models," ULB Institutional Repository 2013/13802, ULB -- Universite Libre de Bruxelles.
    4. Laurence Broze & Guy Melard, 1990. "Exponential smoothing: estimation by maximum likelihood," ULB Institutional Repository 2013/13716, ULB -- Universite Libre de Bruxelles.
    5. Marc Hallin & Guy Melard, 1988. "Rank-based tests for randomness against first-order serial dependence," ULB Institutional Repository 2013/2015, ULB -- Universite Libre de Bruxelles.
    6. Marc Hallin & Annie Laforet & Guy Melard, 1990. "Distribution-free tests against serial dependence: signed or unsigned ranks?," ULB Institutional Repository 2013/2023, ULB -- Universite Libre de Bruxelles.
    7. Eric Branckaert & Guy Melard & Jean-Michel Pasteels & Valérie Vander Stricht, 1990. "Un système expert de prévision économique: prise en compte de l'information qualitative," ULB Institutional Repository 2013/13726, ULB -- Universite Libre de Bruxelles.
    8. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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    Cited by:

    1. Melard, G. & Pasteels, J. -M., 2000. "Automatic ARIMA modeling including interventions, using time series expert software," International Journal of Forecasting, Elsevier, vol. 16(4), pages 497-508.

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