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Seasonality, forecast extensions and business cycle uncertainty

Proietti, Tommaso - In: Journal of economic surveys 26 (2012) 4, pp. 555-569

Persistent link: https://www.econbiz.de/10009711928

Forecasting inflation and economic growth of Pakistan by using two time series methods

Sultana, Kishwer; Rahim, Adila; Moin, Nighat; Aman, Sajida - In: International journal of business and economics … 2 (2013) 6, pp. 174-178

Persistent link: https://www.econbiz.de/10010341579

Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots

Thomakos, Dimitrios D.; Hassani, Hossein - In: International journal of computational economics and … 10 (2020) 2, pp. 149-182

Persistent link: https://www.econbiz.de/10012226710

Periodic unobserved cycles in seasonal time series with an application to US unemployment

Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - 2006

This paper discusses identification, specification, estimation and forecasting for a general class of periodic unobserved components time series models with stochastic trend, seasonal and cycle components. Convenient state space formulations are introduced for exact maximum likelihood...

Persistent link: https://www.econbiz.de/10011350384