Estimations Procedures with RATS 8.0 or higher for Introduction to Time Series and Forecasting, Book by Brockwell & Davis (2 Ed)

221 Pages Posted: 9 Oct 2014

Date Written: October 6, 2014

Abstract

This file consists of estimations in the time series software RATS (Regression Analysis of Time Series). In this file program files and procedures for the estimations in the book by Brockwell and Davis (2 ed ) had been provided. The order of estimations is by the book chapters.

Keywords: time series, forecasting, RATS 8.0, Box-Jenkins, state space models

JEL Classification: C1, C53,C69

Suggested Citation

Josheski, Dushko, Estimations Procedures with RATS 8.0 or higher for Introduction to Time Series and Forecasting, Book by Brockwell & Davis (2 Ed) (October 6, 2014). Available at SSRN: https://ssrn.com/abstract=2506225

Dushko Josheski (Contact Author)

University Goce Delcev ( email )

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