This paper discusses identification, specification, estimation and forecasting for a general class of periodic … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …

month. We focus on forecasting performance and the underlying periodic forecast function, defined by the in … forecasting based on state space models with regressor variables. Our methods are illustrated by an application to time series of … periodic flexibility helps help in simulated out-of-sample forecasting for two extra years of data. …