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
2 stars 0.91 score 45 dependencies 2 dependentsdsa - 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
1 stars 0.49 score 76 dependencies 1 dependents