Modeling Trigonometric Seasonal Components for Monthly Economic Time Series
Year of publication: |
2010
|
---|---|
Authors: | Hindrayanto, Irma ; Aston, John A.D ; Koopman, Siem Jan ; Ooms, Marius |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Saisonkomponente | Seasonal component | Theorie | Theory |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Series: | Tinbergen Institute Discussion Paper ; 10-018/4 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 23, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1547902 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Modeling trigonometric seasonal components for monthly economic time series
Hindrayanto, Irma, (2010)
-
Seasonality with trend and cycle interactions in unobserved components models
Koopman, Siem Jan, (2008)
-
Forecasting daily time series using periodic unobserved components time series models
Koopman, Siem Jan, (2004)
- More ...
-
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment
Koopman, Siem Jan, (2006)
-
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series
Hindrayanto, Irma, (2010)
-
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan, (2006)
- More ...