In this study, we address a demanding time series forecasting problem that deals simultaneously with the following: (1) intermittent time series, (2) multi-step ahead forecasting, (3) time series with multiple seasonal periods, and (4) performance measures for model selection across multiple...

In this note we subject some Canadian macroeconomic time series to test of seasonal and non-seasonal unit roots. Overall we find evidence that the series are integrated at some of the seasonal frequencies as well as at a zero frequency