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  • Search: subject:"identification de modèles"
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Year of publication
Subject
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Deterministic/stochastic seasonality 1 Saisonalité stochastique et déterministe 1 autocorrelation 1 identification de modèles 1 model identification 1 racines unitaires saisonnières 1 seasonal unit roots 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Bell, William R. 1 Ghysels, Eric 1 Lee, Hahn Shik 1
Institution
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1
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CIRANO Working Papers 1
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RePEc 1
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Seasonal Time Series and Autocorrelation Function Estimation
Bell, William R.; Ghysels, Eric; Lee, Hahn Shik - Centre Interuniversitaire de Recherche en Analyse des … - 1997
Time series are demeaned when sample autocorrelation functions are computed. By the same logic it would seem appealing to remove seasonal means from seasonal time series before computing sample autocorrelation functions. Yet, standard practice is only to remove the overall mean and ignore the...
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