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Periodic Time Series Models Book

Periodic Time Series Models
Periodic Time Series Models, An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas as seasonal time series; periodic time series models; , Periodic Time Series Models has a rating of 3 stars
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Periodic Time Series Models, An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas as seasonal time series; periodic time series models; , Periodic Time Series Models
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  • Periodic Time Series Models
  • Written by author Philip Hans Franses
  • Published by Oxford University Press, March 2004
  • An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas as seasonal time series; periodic time series models;
  • An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas as seasonal time series; periodic time series models;
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Authors

1 Introduction 1
2 Properties of seasonal time series 11
3 Univariate periodic time series models 27
4 Periodic models for trending data 61
5 Multivariate periodic time series models 103
App. A Critical values of the Dickey and Fuller statistics 125
App. B Critical values of the Johansen trace statistics 126
App. C Critical values of the Boswijk and Franses statistic 129


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Periodic Time Series Models, An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas as seasonal time series; periodic time series models; , Periodic Time Series Models

Periodic Time Series Models

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Periodic Time Series Models, An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas as seasonal time series; periodic time series models; , Periodic Time Series Models

Periodic Time Series Models

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