dsa - Seasonal Adjustment of Daily Time Series
Seasonal- and calendar adjustment of time series with daily frequency using the DSA approach developed by Ollech, Daniel (2018): Seasonal adjustment of daily time series. Bundesbank Discussion Paper 41/2018.
Last updated 3 years ago
3.22 score 1 stars 1 packages 55 scripts 324 downloadsseastests - Seasonality Tests
An overall test for seasonality of a given time series in addition to a set of individual seasonality tests as described by Ollech and Webel (forthcoming): An overall seasonality test. Bundesbank Discussion Paper.
Last updated 3 years ago
3.03 score 2 stars 2 packages 90 scripts 828 downloads