Periodic integration: Further results on model selection and forecasting
From MaRDI portal
Publication:1915112
DOI10.1007/BF02926158zbMath0845.62067MaRDI QIDQ1915112
Philip Hans Franses, Richard Paap
Publication date: 11 June 1996
Published in: Statistical Papers (Search for Journal in Brave)
model selection; Monte Carlo simulations; forecasting; nonstationary periodic autoregressive time series; periodically integrated seasonal time series
Related Items
PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models, On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations, Periodically correlated modeling by means of the periodograms asymptotic distributions
Cites Work
- Seasonal integration and cointegration
- A multivariate approach to modeling univariate seasonal time series
- Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting
- UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
- Testing for periodic autocorrelations in seasonal time series data
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item