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Seasonality patterns in the container shipping freight rate market

Yin, Jingbo; Shi, Jinhao - In: Maritime policy and management : MPM 45 (2018) 1/2, pp. 159-173

Persistent link: https://www.econbiz.de/10011879742

Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty : formulations and empirical evaluation

Blakely, Chris; McElroy, Tucker - In: Econometric reviews 36 (2017) 4, pp. 447-467

Persistent link: https://www.econbiz.de/10011795242

Seasonality robust local whittle estimation

Wingert, Simon; Leschinski, Christian; Sibbertsen, Philipp - In: Applied economics letters 27 (2020) 18, pp. 1489-1494

Persistent link: https://www.econbiz.de/10012315624

Seasonality of tourism : a new decomposition

Duro, Juan Antonio - In: Tourism economics : the business and finance of tourism … 24 (2018) 5, pp. 615-621

Persistent link: https://www.econbiz.de/10011901137

Chapter 13 Forecasting Seasonal Time Series

Ghysels, Eric; Osborn, Denise R.; Rodrigues, Paulo M.M. - 2006

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 …

Persistent link: https://www.econbiz.de/10014023693

A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series

Webel, Karsten - 2022

Infra-monthly time series have increasingly appeared on the radar of official statistics in recent years, mostly as a consequence of a general digital transformation process and the outbreak of the COVID-19 pandemic in 2020. Many of those series are seasonal and thus in need for seasonal...

Persistent link: https://www.econbiz.de/10013336397

A nonparametric test for seasonal unit roots

Kunst, Robert M. - 2009

We consider a nonparametric test for the null of seasonal unit roots in quarterly time series that builds on the RUR (records unit root) test by Aparicio, Escribano, and Sipols. We find that the test concept is more promising than a formalization of visual aids such as plots by quarter. In order...

Persistent link: https://www.econbiz.de/10010294023

Asymmetric time aggregation and its potential benefits for forecasting annual data

Kunst, Robert M.; Franses, Philip Hans - 2010

For many economic time-series variables that are observed regularly and frequently, for example weekly, the underlying activity is not distributed uniformly across the year. For the aim of predicting annual data, one may consider temporal aggregation into larger subannual units based on an...

Persistent link: https://www.econbiz.de/10010294045

Weather forecasting for weather derivatives

Campbell, Sean D.; Diebold, Francis X. - 2004

We take a simple time-series approach to modeling and forecasting daily average temperature in U.S. cities, and we inquire systematically as to whether it may prove useful from the vantage point of participants in the weather derivatives market. The answer is, perhaps surprisingly, yes....

Persistent link: https://www.econbiz.de/10010298284

Seasonality in house prices

Kajuth, Florian; Schmidt, Tobias - 2011

document seasonality in house prices for the US and the UK using formal statistical tests and illustrate its quantitative … shocks in non-durables in order to characterise seasonality in house prices as an equilibrium outcome. We provide empirical … evidence for seasonality in house prices with our small model using US and UK data. …

Persistent link: https://www.econbiz.de/10010304653