Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots
Dimitrios D. Thomakos, Hossein Hassani
| Year of publication: |
2020
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|---|---|
| Authors: | Thomakos, Dimitrios D. ; Hassani, Hossein |
| Published in: |
International journal of computational economics and econometrics : IJCEE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1189, ZDB-ID 2545120-0. - Vol. 10.2020, 2, p. 149-182
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| Subject: | core inflation | business cycles | differences | Euro | linear filtering | SSA | singular spectrum analysis | smoothing | trend extraction and prediction | unitroot | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Theorie | Theory | Saisonkomponente | Seasonal component | Prognoseverfahren | Forecasting model | Einheitswurzeltest | Unit root test | Konjunktur | Business cycle |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJCEE.2020.107371 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012226710