Tall big data time series of high frequency: stylized facts and econometric modelling Working Papers uri icon

publication date

  • 2023

series title

  • Working paper Statistics and Econometrics

series number

  • June 2023


  • Statistics


  • aggregation; several seasonality (daily, weekly, monthly and annual); complex annual calendar composition; weather variables; interactive effects; switching regimes; multiplicative; dynamic and non-linear structures; designing of exogenous variables; autometrics; macroeconomic leading indicators; jobless claims