Bell, William R.; Ghysels, Eric; Lee, Hahn Shik - Centre Interuniversitaire de Recherche en Analyse des … - 1997
Time series are demeaned when sample autocorrelation functions are computed. By the same logic it would seem appealing to remove seasonal means from seasonal time series before computing sample autocorrelation functions. Yet, standard practice is only to remove the overall mean and ignore the...