) 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 …

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

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 …

knowledge the empirical performance of two competing approaches to model seasonality in daily time series, namely the ARIMA …

for interest rates and volatility. We extend this analysis and investigate the seasonality of market activity and …