On forecasting cointegrated seasonal time series
نویسندگان
چکیده
منابع مشابه
Forecasting Seasonal Time Series∗
This chapter deals with seasonal time series in economics and it reviews models that can be used to forecast out-of-sample data. Some of the key properties of seasonal time series are reviewed, and various empirical examples are given for illustration. The potential limitations to seasonal adjustment are reviewed. The chapter further addresses a few basic models like the deterministic seasonali...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2001
ISSN: 0169-2070
DOI: 10.1016/s0169-2070(01)00085-1