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Young, Peter C.; Ng, Cho; Armitage, Peter - 1989

Persistent link: https://www.econbiz.de/10000760463

The impact of seasonal unit roots and vector ARMA modeling on forecasting monthly tourism flows

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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...

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Optimal real-time filters for linear prediction problems

Wildi, Marc; McElroy, Tucker - In: Journal of time series econometrics 8 (2016) 2, pp. 155-192

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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

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On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting

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Rationality and seasonality : evidence from inflation forecasts

Goldstein, Nathan; Zilberfarb, Ben-Zion - In: Economics letters 150 (2017), pp. 86-90

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Prediction‐based adaptive compositional model for seasonal time series analysis

Chang, Kun; Chen, Rong; Fomby, Thomas B. - In: Journal of forecasting 36 (2017) 7, pp. 842-853

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Asymmetric time aggregation and its potential benefits for forecasting annual data

Kunst, Robert M.; Franses, Philip Hans - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 363-387

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Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy

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