Economic Time Series Modeling and Seasonality

Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases th...

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Bibliographic Details
Main Authors Bell, William R, Holan, Scott H, McElroy, Tucker S
Format eBook
LanguageEnglish
Published Milton Chapman and Hall/CRC 2012
CRC Press
CRC Press LLC
Edition1
Subjects
Econometrics
Economic analysis
Economic models
Economics, Mathematical
Mathematical economics
Mathematical models
Seasonal variations (Economics)
Seasonality
Time series
Time-series analysis
Error Covariance
K12089 Chapter
Seasonal Adjustment
Economic Time Series
Np Np Np
LR Test Statistic
CDS Index
MSE Percent
True DGP
Signal Extraction
GARCH Process
Outlier Detection
ARMA
K12089 Part
ARMA Model
ARIMA Model
Prediction Error Variance
Nonseasonal Component
Seasonal ARIMA Model
Irregular Component
Ra Te
Seasonal Component
Homoskedastic Model
Seasonal Unit Root Test
Pseudo-true Value
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Summary:Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time s
Bibliography:SourceType-Books-1
ObjectType-Book-1
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ISBN:1439846588
9781439846582
143984657X
9781439846575
DOI:10.1201/b11823