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
  • Execution of Tramo(-Seats): Basic processing.
  • Tramo specification: How to define the parameters used by Tramo.
  • Outliers detection: How to perform outliers detection with Tramo and to iterate through the outliers.
  • Forecasting: Using Tramo as a forecasting tool.
  • Regression variables: How to define variables in Tramo (correspond to the IREG section of Tramo).
  • (advanced) User-defined outliers detection: How to define and integrate new outliers kind in the processing of Tramo.
     
• X11
  • Execution and results retrieval: How to process the NBB's X11 implementation and to retrieve (detailed) results.
     
• 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