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Periodic time series models

Author: Philip Hans Franses; Richard Paap
Publisher: Oxford : Oxford Univ. Press, 2005.
Series: Advanced texts in econometrics.
Edition/Format:   Print book : English : ReprintedView all editions and formats
Summary:
In this insightful, modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal time series, periodic time series models, periodic integration and periodic cointegration.
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Document Type: Book
All Authors / Contributors: Philip Hans Franses; Richard Paap
ISBN: 019924202X 9780199242023
OCLC Number: 255710399
Notes: Literaturverz. S. 131 - 140.
Description: XIV, 147 Seiten : Diagramme, Tabellen ; 24 cm.
Contents: 1. Introduction ; 2. Properties of Seasonal Time Series ; 3. Univariate Periodic Time Series Models ; 4. Periodic Models for Trending Data ; 5. Multivariate Periodic Time Series Models ; Appendix
Series Title: Advanced texts in econometrics.
Responsibility: Philip Hans Franses and Richard Paap.

Abstract:

In this modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal time series, periodic time series models,  Read more...

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