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Multicollinearity Problems in Modeling Time Series with Trading-Day Variation

โœ Scribed by Teresita S. Salinas and Steven C. Hillmer


Book ID
124697245
Publisher
American Statistical Association
Year
1987
Tongue
English
Weight
216 KB
Volume
5
Category
Article
ISSN
0735-0015

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## Abstract Some levels of economic activity change over the days of the week. Also, the composition of the calendar changes over the years so that a particular month contains a different configuration of days of the week each year. The effects of the changing composition of the calendar upon a mon