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Variation in form versus variation in meaning

โœ Scribed by Helen de Hoop; Marco Haverkort; Maurits van den Noort

Book ID
116721026
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
298 KB
Volume
114
Category
Article
ISSN
0024-3841

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In this paper we consider model selection for time series with increasing (or decreasing) seasonal variation, where this variation can be described by (seasonal) unit root models with significant deterministic components or by models with less unit roots but with shifts in seasonal means or trends.