seasonality. Section 5 shows this to be false. Forecasting seasonal time series is an inherent part of seasonal adjustment and …This chapter reviews the principal methods used by researchers when forecasting seasonal time series. In addition, the … often overlooked implications of forecasting and feedback for seasonal adjustment are discussed. After an introduction in …

variancefunctions. In a genuine out-of-sample forecasting experiment theperformance of the best fitted asMA-asQGARCH model is compared … topure asMA and no-change forecasts. This is done both in terms ofconditional mean forecasting as well as in terms of risk … forecasting. …