cross-relate the time series for inbound tourism in Sweden for different visitor categories and estimate vector ARMA models …

processes which seasonality is stochastic and deterministic. The extent of the maximum likelihood method proposed by Lee (1992 … sources of seasonality that is probably due to climatic and institutional or economic factors. …

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 …

. This procedure permits to obtain better data fitting and more reliable predictions - once seasonality is a hallmark of …

studying Ghanaian tomato markets which are characterized by pronounced seasonality in production and trade flows. We analyse …

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

. These features are that of seasonality, long range dependency of observations and time trend as observed in the …

volatility, namely, seasonality and maturity effects for the pre-financialisation (1993-2003) and post-financialisation (2004 … 2004. The finding indicates weakening seasonality in crude oil futures and diminishing Samuelson maturity effect i …

This paper examines the relevance of incorporating seasonality in agricultural supply models. Former studies have … eliminated the problem of seasonality by using seasonally adjusted data. Recent developments in cointegration techniques allow … the comprehensive modelling of error-correcting structures in the presence of seasonality. We consider a four …