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An approach to modeling seasonally stationary time series

✍ Scribed by Emanuel Parzen; Marcello Pagano

Book ID
107949803
Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
734 KB
Volume
9
Category
Article
ISSN
0304-4076

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Common cycles in seasonal non-stationary
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✍ Gianluca Cubadda πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 209 KB

This paper extends the notion of common cycles to quarterly time series having unit roots both at the zero and seasonal frequencies. It is shown that common cycles are present in the HyllebergΒ±EngleΒ±GrangerΒ±Yoo decomposition of these series when there exists a linear combination of their seasonal di