Modeling Time Series With Calendar Variation

DOI10.2307/2288114MaRDI QIDQ3317944zbMATH OpenOpenAlexFDO

Authors William R. Bell, Steven C. Hillmer

Publication date 1983

Full work available at URL https://doi.org/10.2307/2288114

zbMATH Keywords

ARIMA modelsautocorrelationcalendar variationeaster holiday variationmodeling time seriesmonthly time seriestrading day variationtrends

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(23)

• The effect of seasonal adjustment filters on tests for a unit root (with discussion)
• Changes in seasonal patterns. Are they cyclical?
• The sample spectrum of time series with trading day variation
• Seasonal adjustment of daily time series
• Reg-ARIMA model identification: empirical evidence
• Optimality of GLS for one-step-ahead forecasting with regARIMA and related models when the regression is misspecified
• Adjusting for calendar effects of real retail trade turnover time series
• A general structural model for decomposing time series and its analysis as a generalized regression model
• Automatic time series modeling,intervention analysis, and effective forecasting
• Identification of seasonal arima models using a filtering method
• Structural time-series models for describing cyclical fluctuations
• Restricted estimation of an adjusted time series: application to Mexico's industrial production index
• Time Series Modelling of Daily Tax Revenues
• Applications: An Easter Proximity Effect: Modelling and Adjustment
• Analysis of seasonal level shift (SLS) detection in SARIMA models
• Estimating the Effect of Parameter Uncertainty in Repeated Sample Surveys
• Autoregressive integrated moving average model with deterministic component
• A Review of Seasonal Adjustment Diagnostics
• Flexible modelling of diel and other periodic variation in hidden Markov models
• Changes in seasonal patterns
• Analysis of crisis effects via maximum entropy adjustment
• Testing for adequacy of seasonal adjustment in the frequency domain
• Inferences on problems in modeling multi variate data sets in synodic time

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