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What is Time Series Analysis with TRAMO and SEATS about?

The document provides an introduction to time series analysis and the TRAMO and SEATS programs. It discusses analyzing monthly and quarterly time series data and addressing common problems like missing data, outliers, and seasonality. The methodology presented decomposes time series models into unobserved components and estimates the components using optimal estimators to jointly address these issues. A brief review of concepts like stationarity, differencing, and logarithmic transformations is also provide

Author

Juan Santana

Language

EN