Prediction and simulation using simple models characterized by nonstationarity and seasonality
Year of publication: |
November 2015
|
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Authors: | Swanson, Norman R. ; Urbach, Richard |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 40.2015, p. 312-323
|
Subject: | Seasonal unit root | Periodic autoregression | Difference stationary | Prediction | Simulation | Theorie | Theory | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Einheitswurzeltest | Unit root test | Saisonkomponente | Seasonal component |
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