integrated models and deterministic seasonality models. As well as examining how forecasts are computed in each case, the …. Section 3 discusses less traditional models, specifically nonlinear seasonal models and models for seasonality in variance …. Such nonlinear models primarily concentrate on interactions between seasonality and the business cycle, either using a …

values) are taken, evidence of seasonality is obtained; more specifically, deterministic seasonality is rejected in favour of …

demand for Tunisia, by presenting different techniques of detection of seasonality and the parametric and non …

) nonlinearityand seasonality simultaneously. The model is termed multiplicativeseasonal SETAR (SEASETAR). It can be viewed as a special … multiplicative constraints in non-multiplicative SETARmodels.These statistics form the basis of a new seasonality-test. We …

values) are taken, evidence of seasonality is obtained; more specifically, deterministic seasonality is rejected in favour of …

smooth trend and the seasonality are non-parametrically time-varying and evolve in real time. We provide the associated …-tailed noise. A study of exchange rate returns sampled from 2010 to 2013 suggests that failing to factor in the seasonality …

Filtering intraday seasonality in volatility is crucial for using high frequency data in econometric analysis. This … others. The study supports the Flexible Fourier Form method as the best for seasonality filtering. …