Seasonal adjustment procedures attempt to estimate the sample realizations of an unobservable economic time series in the presence of both seasonal factors and irregular factors. In this paper we consider a factor which has not been considered explicitly in previous treatments of seasonal...

Seasonal adjustment procedures attempt to estimate the sample realizations of an unobservable economic time series in the presence of both seasonal factors and irregular factors. In this paper we consider a factor which has not been considered explicitly in previous treatments of seasonal...

In this study, we examine statistically the dependence between Seasonal Variation of consumed values and the ChainErrors of corresponding excellent indices in different subgroups Ak. First, cyclic seasonal variation of values is calculated by simple regression analysis and the ChainError is...

Frequently, seasonal and non-seasonal data (especially macro time series) are observed with noise. For instance, the time series can have irregular abrupt changes and interruptions following as a result of additive or temporary change outliers caused by external circumstances which are...

For a time series generated by polynomial trend with stationary long-memory errors, the ordinary least squares estimator (OLSE) of the trend coefficients is asymptotically normal, provided the error process is linear. The asymptotic distribution may no longer be normal, if the error is in the...