In this empirical work, cognisance has been given to providing a review of literature on the seasonal Box-Jenkins modelling, particularly with reference to a univariate model. Seasonal pattern of Headline Consumer Price Index (HCPI) has been produced for Sierra Leone and with EVIEWS making use...

Currently, the methods used by producers of official statistics do not facilitate the seasonal and calendar adjustment of daily time series, even though an increasing number of series with daily observations are available. The aim of this paper is the development of a procedure to estimate and...

The aim of this paper is to set out criteria for defining trend and seasonal components in a time series. The criteria are set up primarily in terms of properties involving prediction. Because a structural time series model is set up in terms of components of interest, the relevant information...