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danielollech
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Links todanielollech

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 4 years ago

openjdk

3.19 score 1 stars 1 dependents 52 scripts 272 downloads

seastests - 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

3.13 score 2 stars 2 dependents 113 scripts 737 downloads

tssim - Simulation of Daily and Monthly Time Series

Flexible simulation of time series using time series components, including seasonal, calendar and outlier effects. Main algorithm described in Ollech, D. (2021) <doi:10.1515/jtse-2020-0028>.

Last updated 2 months ago

openjdk

1.00 score 365 downloads