The effects of seasonally adjusting a periodic autoregressive process

DOI10.1016/0167-9473(94)00019-FMaRDI QIDQ672964zbMATH OpenOpenAlexFDO

Authors Philip Hans Franses

Publication date 28 February 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(94)00019-f

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(34)

• Testing for adequacy of seasonal adjustment in the frequency domain
• scientific article; zbMATH DE number 3852254 (Why is no real title available?)
• An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
• scientific article; zbMATH DE number 2000792 (Why is no real title available?)
• Changes in seasonal patterns. Are they cyclical?
• Multipass Seasonal Adjustment Filter
• Dynamic seasonality in time series
• The choice of time interval in seasonal adjustment: a heuristic approach
• Comparison of efficient seasonal indexes
• Seasonality in COVID-19 times
• A systems approach to recursive economic forecasting and seasonal adjustment
• An application of TRAMO-SEATS; model selection and out-of-sample performance. The Swiss CPI series
• An analogue model of phase-averaging procedures
• Does seasonal adjustment induce common cycles?
• Data revisions and periodic properties of macroeconomic data
• A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL
• scientific article; zbMATH DE number 2060199 (Why is no real title available?)
• Removing seasonality under a changing regime: filtering new car sales
• Time series properties of the German production index
• Application of the seasonal ARIMA method to wine price index analysis
• Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
• The consequences of seasonal adjustment for periodic autoregressive processes
• An unbiased autoregressive conditional intraday seasonal variance filtering process
• scientific article; zbMATH DE number 3885169 (Why is no real title available?)
• scientific article; zbMATH DE number 3886927 (Why is no real title available?)
• Exact maximum likelihood estimation for non-stationary periodic time series models
• On the invertibility of seasonally adjusted series
• The econometric analysis of seasonal time series. With a foreword by Thomas J. Sargent
• A random forest-based approach to combining and ranking seasonality tests
• Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
• scientific article; zbMATH DE number 3999065 (Why is no real title available?)
• On the seasonality of vector autoregression residuals
• A comparison of indicators for evaluating x-11-arima seasonal adjustment
• The effects of working with seasonally adjusted data when testing for unit root.

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