메뉴 건너뛰기




Volumn 13, Issue 3, 1997, Pages 393-405

Forecasting with periodic models: A comparison with time invariant coefficient models

Author keywords

Periodic models; Seasonality; Unit root polynomials

Indexed keywords


EID: 0031232072     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(97)00026-5     Document Type: Article
Times cited : (21)

References (14)
  • 5
    • 25144490655 scopus 로고
    • A multivariate approach to modelling univariate seasonal time series
    • Franses, P.H., 1994. A multivariate approach to modelling univariate seasonal time series. Journal of Econometrics 63, 133-151.
    • (1994) Journal of Econometrics , vol.63 , pp. 133-151
    • Franses, P.H.1
  • 6
    • 0010772856 scopus 로고
    • Periodic integration in quarterly UK macroeconomic variables
    • Franses, P.H., Romijn, G., 1993. Periodic integration in quarterly UK macroeconomic variables. International Journal of Forecasting 9, 467-476.
    • (1993) International Journal of Forecasting , vol.9 , pp. 467-476
    • Franses, P.H.1    Romijn, G.2
  • 8
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on cointegration with applications to the demand for money
    • Johansen, S., Juselius, K., 1990. Maximum likelihood estimation and inference on cointegration with applications to the demand for money. Oxford Bulletin of Economics and Statistics 52, 169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 10
    • 38249016766 scopus 로고
    • A survey of seasonality in UK macroeconomic variables
    • Osborn, D.R., 1990. A survey of seasonality in UK macroeconomic variables. International Journal of Forecasting 6, 327-336.
    • (1990) International Journal of Forecasting , vol.6 , pp. 327-336
    • Osborn, D.R.1
  • 12
    • 84952507417 scopus 로고
    • The performance of periodic autoregressive models in forecasting seasonal UK consumption
    • Osborn, D.R., Smith, J.P., 1989. The performance of periodic autoregressive models in forecasting seasonal UK consumption. Journal of Business and Economics Statistics 7, 117-127.
    • (1989) Journal of Business and Economics Statistics , vol.7 , pp. 117-127
    • Osborn, D.R.1    Smith, J.P.2
  • 13
    • 77956888888 scopus 로고
    • Hidden periodic autoregressive-moving average models in time series data
    • Tiao, G.C., Grupe, M.R., 1980. Hidden periodic autoregressive-moving average models in time series data. Biometrika 67,(2) 365-373.
    • (1980) Biometrika , vol.67 , Issue.2 , pp. 365-373
    • Tiao, G.C.1    Grupe, M.R.2
  • 14
    • 0000997472 scopus 로고
    • Macroeconomics and reality
    • Sims, C.A., 1980. Macroeconomics and reality. Econometrica 48, 1-49.
    • (1980) Econometrica , vol.48 , pp. 1-49
    • Sims, C.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.