Robust time series models with trend and seasonal components
نویسندگان
چکیده
منابع مشابه
Testing for deterministic trend and seasonal components in time series models BY L. FRANZINI AND A. C. HARVEY
A univariate time series model can be set up as the sum of trend, seasonal and irregular components. The trend and seasonal components will normally be stochastic, but deterministic components arise as a special case. This paper develops a test that the trend and seasonal components are deterministic using the approach of Lehmann. The procedure is then extended to test for deterministic compone...
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ژورنال
عنوان ژورنال: SERIEs
سال: 2015
ISSN: 1869-4187,1869-4195
DOI: 10.1007/s13209-015-0134-1