Filtrado frecuencial en series de la bolsa Española

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Filtrado frecuencial en series de la bolsa española

En R-Pub:

http://rpubs.com/PacoParra/255780

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Ehlers’s Autocorrelation Periodogram

This post will introduce John Ehlers’s Autocorrelation Periodogram mechanism–a mechanism designed to dynamically find a lookback period. That is, the most common parameter optimized in …

Origen: Ehlers’s Autocorrelation Periodogram

Análisis de los componentes cíclicos y permanentes del PIB.

Eurostat ha publicat el treball de Silvia Lui, Gian Luigi Mazzi i James Mitchell, que porta per títol: “Analysing the permanent and cyclical components of GDP of the Euro-area countries in a global context: The role of cross-sectional dependence.” “This paper focus on an analysis of the GVAR model across euro-area countries when detrending. The […]

via Anàlisi dels components cíclics i permanents del PIB — Bloc d’estadística oficial

ARIMA vs.modelos de series temporales bayesianos

“…and Bayesian structural time series models. In my opinion, these models are more transparent than ARIMA – which still tends to be the go-to method. They also facilitate better handling of uncertainty, a key feature when planning for the future. In this post I will provide a gentle intro the bsts R package written by […]

via ARIMA vs. models de sèries temporals bayesians estructurals — Bloc d’estadística oficial

Directrius de correcció de l’estacionalitat

“DIRECTRICES AJUSTE ESTACIONAL DEL SEE European Statistical System guidelines on seasonal adjustment The establishment of common guidelines for seasonal adjustment within the European Statistical System is an essential step towards a better harmonisation and comparability of infra-annual statistics, especially Principal European Economic Indicators (PEEIs). Following the first 2009 edition which has been widely accepted and […]

https://blocestadistica.wordpress.com/2015/05/18/directrius-de-correccio-de-lestacionalitat/