Periodic and seasonal (co-)integration in the state space framework (Q2328546)
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scientific article; zbMATH DE number 7115375
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Periodic and seasonal (co-)integration in the state space framework |
scientific article; zbMATH DE number 7115375 |
Statements
Periodic and seasonal (co-)integration in the state space framework (English)
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10 October 2019
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unit roots
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cointegration
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seasonal integration
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periodic processes
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0.86732936
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0.86142164
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0.8533186
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0.8532129
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0.84925824
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0.8447821
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0.84299403
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0.84085953
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