Seasonal integration and the evolving seasonals model

International Journal of Forecasting

Volumn 13, Issue 3, 1997, Pages 329-340

  Hylleberg, S ^a   Pagan, A R ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Canova Hansen test; Evolving seasonals; Fractional integration; Harmonic regression; HEGY test; Periodic seasonality; Seasonal integration; Unobserved components

Indexed keywords

EID: 0031231759     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(97)00021-6     Document Type: Article

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