complex seasonal patterns

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ch2324
Posts: 133
Joined: Fri May 10, 2013 10:52 am

complex seasonal patterns

Postby ch2324 » Thu May 12, 2016 11:50 am

Hi every one,
could you incloud new estimator like BATS and TBATS http://robjhyndman.com/papers/complex-seasonality/ in the next version of EViews 10 it will help to make comparison with ETS and some others models, and it will be nice if EViews can make some complex seasonal patterns like SARFIMA models.
i have attached the article of SARFIMA.
Nice day for All.
Attachments
HJeco0480100250.pdf
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EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: complex seasonal patterns

Postby EViews Gareth » Thu May 12, 2016 12:01 pm

We've been following BATS/TBATS for a while, but there doesn't (at least last time I checked) appear to be a wide set of academic use of it yet. Which doesn't mean we wouldn't include it, but it certainly helps when a routine becomes more mainstream.

Someone could knock up an add-in that calls the existing R routines easily enough, for those who have R installed but want a friendly EViews interface to it.
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ch2324
Posts: 133
Joined: Fri May 10, 2013 10:52 am

Re: complex seasonal patterns

Postby ch2324 » Thu May 12, 2016 1:30 pm

I hope that EViews build in :equation: some of this models in the near future. thanks! :)


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