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Program package used for estimating common trends, seasonal components and cycles in short, non-stationary multivariate time series. Based on dynamic factor analysis.
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| URL: |
http://www.brodgar.com/
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| Title: |
Brodgar v2 |
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| Description: |
Science, Math, Statistics, Software - Brodgar. Program package used for estimating common trends, seasonal components and cycles in short, non-stationary multivariate time series. |
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