At present, both at European Union and world level, experts are preoccupied to find the best method for the deseasonalisation of a time series that should assure the comparability of statistical data. The present paper follows the line of these researches. In the study, we undertake a comparison...

The application of qualitative choice models is usually made by neglecting the analysis of autocorrelated and heteroscedastic errors. In the current paper, we aim to evaluate and mitigate the effects of violation of such a hypothesis using as example the modeling of confidence in industry in...

The purpose of this paper is to study the identification methods of the nature of the seasonal component of a time series. These methods are represented by the verifying tests of the unit root for the models of seasonal autoregressive processes: the HEGY test, the Franses test, etc. In practice,...