Recent empirical research into the seasonal and trend properties of macroeconomic time series using periodic models has resulted in strong evidence in favour of periodic integration (PI). PI implies that the dierencing ยฎlter necessary to remove a stochastic trend varies across seasons and, hence, th
Tangent cone analysis of periodic processes
โ Scribed by J. E. Bailey
- Publisher
- American Institute of Chemical Engineers
- Year
- 1972
- Tongue
- English
- Weight
- 284 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0001-1541
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