Rotger, Gabriel Pons - School of Economics and Management, University of Aarhus
processes are models with hidden periodicity at different frequencies.
5
For
1
Other situations of temporal aggregation like day-to-week …, or week-to-quarter aggre-
gation can be analyzed with our approach.
2
Franses and Boswijk (1996) analyzed the aggregation … seasonal cycles, θ
k
=2kπ/S, k =1,...,[S/2],
business cycles θ ≤ π/S, and the long-run component θ
0
=0.Sincethecoefficients of …