Keyword: seasonality

Found 37 papers in total
How should additive Holt–Winters estimates be corrected?
1998,
An important by-product of a good forecasting procedure is to gain some understanding...
A model selection strategy for time series with increasing seasonal variation
1998,
We propose a model selection strategy for time series with increasing seasonal...
Seasonal heteroscedasticity and trends
1998,
This paper discusses the possibility of accommodating features such as seasonal...
Weights and robustness of model-based seasonal adjustment
1998,
Model-based seasonal adjustment implicitly defines a set of weights at the ends of...
A two-step approach for identifying seasonal autoregressive time series forecasting models
1998,
One of the most powerful and widely used methodologies for forecasting economic time...
On the practical problems of computing seasonal unit root tests
1997,
In this paper we explore the practical problems that can arise in computing the...
Seasonal integration and the evolving seasonals model
1997,
The paper uses a model of seasonality popular in the 1960s, the evolving seasonals...
An empirical study of seasonal unit roots in forecasting
1997,
We assess the usefulness of pre-testing for seasonal roots, based on the Hylleberg et...
Mean shifts, unit roots and forecasting seasonal time series
1997,
Examples of descriptive models for changing seasonal patterns in economic time series...
Forecasting of seasonal cointegrated processes
1997,
In this paper, forecasts of seasonally cointegrated models are analysed applying the...
Forecasting with periodic models: A comparison with time invariant coefficient models
1997,
Working with seventeen quarterly UK macroeconomic variables, characterized as...
Modelling seasonal patterns and long-run trends in U.S. time series
1997,
This paper discusses univariate methods used to deal with seasonal data with special...
Performance of periodic error correction models in forecasting consumption data
1997,
Periodic time series models have become an appealing tool for the analysis of seasonal...
Papers per page: