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, ...)

• 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.
  • "Terror-like" processing: How to detect abnormal observations at the end of a series.
  • Forecasting: Using Tramo as a forecasting tool.
  • Using regression variables: How to define variables in Tramo (correspond to the IREG section of Tramo).
     
• X11
  • Execution and results retrieval: How to process the NBB's X11 implementation and to retrieve (detailed) results.
     
• Generalized airline models
  • Estimation: How to estimate a generalized airline model for a monthly series
  • Advanced uses Integration of regression variables and "Tramo" preprocessing.
     
• Seasonal adjustment
  • Regression model: Using common regression model, with calendar effects and outliers.
     
• ARIMA, UCARIMA models
  • Canonical decomposition: How to decompose an ARIMA model.
     
• Ecomometrics
  • Regression variables: How to create variables that can be used in econometric models
  • RegArima model: Creating and estimating RegARIMA models.
  • RegArima forecasting: Making forecasts/backcasts with a RegARIMA model
  • RegSArima estimation: How to estimate the parameters of a RegARIMA model, with a SARIMA (Box-Jenkins) specification.

The code included in the use cases needs to reference the following modules:

• Java:
  • jnbbtools.jar
• .NET (C#)
  • SAFramework.dll
  • NbbUtilities.dll
  • NbbTs.dll
  • NbbMath.dll
  • NbbStats.dll
  • NbbEco.dll
  • NbbSA.dll
  • NbbTramoSeats.dll
  • NbbX11dll