
NbbTools
Use cases
- Simple time series
- Creation:
creation of simple time series following different ways.
- Operations:
simple operations on time series (like sums, changes of frequency,
moving averages, ...)
- Handling of the time axis:
Operations on the (time-)domain of the series.
- Seasonal adjustment
- Introduction:
Minimal code to perform a seasonal adjustment following different
methods (Tramo-Seats, X11, Bsm, ...)
- Tramo-Seats
- X11
- Structural models
- Generalized airline models
- Estimation: How to
estimate a generalized airline model for a monthly series
- GMAIC:
Computation of the empirical distribution of the GMAIC
- Hodrick-Prescott filters
- Trend-cycle decomposition:
How to estimate the trend-cycle decomposition of a time series using
different [modified] Hodrick-Prescott filters
- ARIMA, UCARIMA models
- State space forms
- Basic structures
- Polynomials: Operations on real polynomials
- Linear filters:
- Matrices
- Statistical distributions