## Abstract Time series with seasonβdependent autocorrelation structure are commonly modelled using periodic autoregressive moving average (PARMA) processes. In most applications, the moving average terms are excluded for ease of estimation. We propose a new class of periodic unobserved component m
Calendar effects in structural time series models with trend and season
β Scribed by R. Pauly; A. Schell
- Publisher
- Springer-Verlag
- Year
- 1989
- Tongue
- English
- Weight
- 531 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0377-7332
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