[Gretl-users] Fwd: question
Thanks for taking the time to answer! has clarified the big question I had,
have any recommendations of software which allows to generate a series
arima model for weekly data? ........ thanks again in advance. Greetings.
---------- Forwarded message ----------
From: Salvador Rodriguez <salvadorestadistic(a)gmail.com>
Date: 2014-02-23 16:53 GMT-06:00
Subject: Re: [Gretl-users] question
To: Gretl list <gretl-users(a)lists.wfu.edu>
Thanks for taking the time to answer! has clarified the big question I had,
have any recommendations of software which allows to generate a series
arima model for weekly data? ........ thanks again in advance. Greetings.
2014-02-23 14:51 GMT-06:00 John C Frain <frainj(a)gmail.com>:
X12 -Arima and similar programs cover only monthly and quarterly data. As
there are 52 weeks plus one day in a year, weekly data are not
strictly
periodic. Cleveland and Scott (2007), Seasonal Adjustment of Weekly Time
Series with Application to Unemployment Insurance Claims and Steel
Production, Journal of Official Statistics, Vol.23, No.2, 2007. pp. 209-221
deals with the seasonal adjustment of weekly time series.
Best Regards
John Frain.
John C Frain
3 Aranleigh Park
Rathfarnham
Dublin 14
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj@tcd.ie
mailto:frainj@gmail.com
On 22 February 2014 19:16, Salvador Rodriguez <
salvadorestadistic(a)gmail.com> wrote:
> Hello! I need help please! Anyone know how to work with weekly data
> ARIMA-X12 is that it only works for me monthly data
>
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